-3.9%
CRM vs RBA
+36.6%
-40.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -8.1% | -3.3% | -4.8% | -7.3% |
| 30D | +23.1% | -9.8% | +32.8% | +26.5% |
| 3M | +42.5% | -23.5% | +66.0% | +52.2% |
| 6M | +25.3% | -21.5% | +46.8% | +32.4% |
| YTD | -7.8% | -21.2% | +13.4% | -3.0% |
| 1Y | +1.0% | -30.2% | +31.2% | +9.9% |
| 3Y | +10.0% | +25.3% | -15.3% | -0.9% |
| 5Y | -3.9% | +35.1% | -39.0% | -18.6% |
| All | -3.9% | +36.6% | -40.5% | -18.6% |
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