+34.7%
CMS vs RBA
+37.7%
-3.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -1.3% | +4.3% | -5.6% | -1.8% |
| 30D | +6.3% | +16.3% | -10.0% | +4.5% |
| 3M | -2.1% | +1.3% | -3.4% | -2.3% |
| 6M | -5.1% | -11.1% | +6.0% | -4.2% |
| YTD | +1.3% | -8.5% | +9.7% | +1.5% |
| 1Y | -1.4% | -2.1% | +0.7% | -2.0% |
| 3Y | +36.9% | +44.6% | -7.6% | +28.5% |
| All | +34.7% | +37.7% | -3.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling