+204.7%
CTVA vs RBA
+221.8%
-17.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | +1.6% | +2.5% | -0.9% | +1.0% |
| 30D | -8.5% | +11.6% | -20.1% | -11.1% |
| 3M | +5.3% | +1.5% | +3.8% | +4.6% |
| 6M | -0.1% | -6.6% | +6.6% | +0.7% |
| YTD | +21.2% | -6.3% | +27.5% | +21.3% |
| 1Y | +27.0% | -4.0% | +31.0% | +26.1% |
| 3Y | +87.2% | +47.3% | +40.0% | +62.9% |
| 5Y | +77.9% | +47.7% | +30.2% | +51.4% |
| All | +204.7% | +221.8% | -17.1% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling