+243.0%
CB vs RMD
+360.8%
-117.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | +6.5% | +2.5% | +4.0% | +5.9% |
| 3M | +4.1% | +11.5% | -7.5% | +1.6% |
| 6M | +14.4% | +14.7% | -0.3% | +10.7% |
| YTD | +17.5% | -1.3% | +18.8% | +16.8% |
| 1Y | +27.5% | -5.3% | +32.8% | +27.8% |
| 3Y | +71.6% | +68.8% | +2.8% | +46.9% |
| 5Y | +100.6% | -5.9% | +106.5% | +94.7% |
| 10Y | +243.0% | +348.7% | -105.7% | +139.1% |
| All | +243.0% | +360.8% | -117.8% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling