+18.8%
CTVA vs RBA
-30.1%
+48.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -4.7% | -3.3% | -1.4% | -4.3% |
| 30D | +11.1% | -9.8% | +20.9% | +12.3% |
| 3M | +13.7% | -23.5% | +37.2% | +16.3% |
| 6M | +11.2% | -21.5% | +32.7% | +13.2% |
| YTD | +26.9% | -21.2% | +48.1% | +27.4% |
| 1Y | +18.8% | -30.2% | +49.0% | +24.4% |
| All | +18.8% | -30.1% | +48.9% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling