+205.4%
CTVA vs RBA
+221.4%
-16.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -8.7% | +9.0% | -17.7% | -10.8% |
| 3M | +6.4% | +7.2% | -0.8% | +4.2% |
| 6M | -1.9% | -7.8% | +5.9% | -0.8% |
| YTD | +21.5% | -6.4% | +27.9% | +21.6% |
| 1Y | +24.3% | -4.2% | +28.5% | +23.5% |
| 3Y | +91.8% | +64.1% | +27.8% | +62.1% |
| 5Y | +78.4% | +48.4% | +30.0% | +51.5% |
| All | +205.4% | +221.4% | -16.0% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling