+246.7%
CB vs RMD
+349.2%
-102.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | +7.3% | +1.7% | +5.6% | +6.8% |
| 3M | +7.0% | +6.4% | +0.6% | +5.5% |
| 6M | +16.3% | +20.7% | -4.4% | +11.4% |
| YTD | +19.7% | -0.2% | +19.9% | +18.7% |
| 1Y | +27.8% | -4.5% | +32.3% | +27.8% |
| 3Y | +72.0% | +70.5% | +1.5% | +47.0% |
| 5Y | +104.9% | -1.6% | +106.5% | +96.6% |
| 10Y | +246.7% | +342.7% | -96.0% | +141.8% |
| All | +246.7% | +349.2% | -102.5% | +141.8% |
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