+285.1%
CMS vs RBA
+4,058.7%
-3,773.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.7% | +7.3% | -5.7% | +0.6% |
| 30D | +8.6% | +16.9% | -8.3% | +6.1% |
| 3M | -0.5% | -0.5% | 0.0% | -0.6% |
| 6M | -4.2% | -10.4% | +6.2% | -3.1% |
| YTD | +3.4% | -7.2% | +10.7% | +3.7% |
| 1Y | +0.4% | -2.2% | +2.7% | -0.1% |
| 3Y | +38.2% | +43.7% | -5.5% | +28.4% |
| 5Y | +35.4% | +38.7% | -3.3% | +24.7% |
| 10Y | +131.7% | +231.7% | -100.0% | +81.1% |
| All | +285.1% | +4,058.7% | -3,773.6% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling