+36.6%
CTVA vs RMD
-7.7%
+44.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -20.8% | +2.1% | -22.8% | -21.1% |
| 30D | -29.6% | +2.1% | -31.7% | -30.0% |
| 3M | -16.9% | +6.2% | -23.1% | -18.0% |
| 6M | -24.3% | +19.4% | -43.6% | -27.0% |
| YTD | -5.6% | +0.5% | -6.1% | -6.4% |
| 1Y | -4.2% | -3.9% | -0.2% | -4.2% |
| 3Y | +43.3% | +72.5% | -29.3% | +25.6% |
| All | +36.6% | -7.7% | +44.3% | +33.3% |
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