+273.0%
CMS vs RBA
+3,565.6%
-3,292.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | -3.6% | -12.3% | +8.7% | -1.8% |
| 3M | -1.9% | -20.5% | +18.6% | +1.1% |
| 6M | -11.0% | -18.5% | +7.6% | -8.7% |
| YTD | +0.2% | -18.2% | +18.4% | +2.4% |
| 1Y | -1.3% | -27.5% | +26.2% | +2.6% |
| 3Y | +35.9% | +38.1% | -2.1% | +27.0% |
| 5Y | +23.1% | +44.8% | -21.7% | +12.5% |
| 10Y | +117.9% | +187.1% | -69.2% | +74.1% |
| All | +273.0% | +3,565.6% | -3,292.6% | +132.4% |
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