-4.2%
CTVA vs RBA
-5.8%
+1.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | -20.8% | +1.7% | -22.5% | -20.8% |
| 30D | -29.6% | +8.3% | -38.0% | -30.0% |
| 3M | -16.9% | +10.5% | -27.4% | -17.2% |
| 6M | -24.3% | -5.9% | -18.4% | -24.1% |
| YTD | -5.6% | -6.9% | +1.3% | -7.0% |
| 1Y | -4.2% | -4.9% | +0.7% | -6.1% |
| All | -4.2% | -5.8% | +1.6% | -6.1% |
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