+11.8%
CRM vs RBA
+29.8%
-17.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.1% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | -2.9% | +31.1% | +29.0% |
| 3M | +48.8% | -20.9% | +69.7% | +55.9% |
| 6M | +28.3% | -17.7% | +45.9% | +32.6% |
| YTD | -6.0% | -18.2% | +12.2% | -2.9% |
| 1Y | +1.4% | -29.1% | +30.5% | +8.7% |
| 3Y | +11.8% | +29.5% | -17.7% | +1.7% |
| All | +11.8% | +29.8% | -17.9% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling