+109.9%
CTVA vs RBA
+47.5%
+62.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +4.9% | -2.9% | +7.9% | +5.5% |
| 30D | +11.9% | -12.3% | +24.2% | +14.8% |
| 3M | +13.7% | -20.5% | +34.2% | +18.2% |
| 6M | +13.1% | -18.5% | +31.7% | +16.9% |
| YTD | +32.0% | -18.2% | +50.2% | +35.7% |
| 1Y | +22.1% | -27.5% | +49.6% | +28.9% |
| 3Y | +77.5% | +38.1% | +39.4% | +63.6% |
| All | +109.9% | +47.5% | +62.4% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling