+105.1%
CTVA vs RMD
-22.9%
+128.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -5.8% | -4.7% | -1.1% | -5.0% |
| 30D | +11.1% | +0.2% | +10.8% | +10.9% |
| 3M | +13.2% | +12.0% | +1.2% | +10.7% |
| 6M | +8.7% | -12.5% | +21.2% | +10.9% |
| YTD | +27.3% | -7.9% | +35.2% | +28.4% |
| 1Y | +18.0% | -20.4% | +38.4% | +22.3% |
| 3Y | +76.5% | +53.1% | +23.4% | +59.1% |
| 5Y | +105.1% | -22.1% | +127.2% | +97.5% |
| All | +105.1% | -22.9% | +128.0% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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