-70.5%
CBRS vs RMD
+18.8%
-89.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.9% | -12.0% | -2.3% |
| 7D | -18.4% | -3.9% | -14.5% | -19.9% |
| 30D | -49.4% | +7.9% | -57.3% | -45.3% |
| 3M | -59.6% | +8.1% | -67.7% | -55.9% |
| All | -70.5% | +18.8% | -89.3% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling