+231.7%
CTVA vs RMD
+115.9%
+115.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.9% | -5.0% | +9.9% | +6.4% |
| 30D | +11.9% | +2.2% | +9.7% | +11.0% |
| 3M | +13.7% | +17.8% | -4.2% | +8.0% |
| 6M | +13.1% | -11.3% | +24.5% | +16.3% |
| YTD | +32.0% | -4.4% | +36.4% | +32.3% |
| 1Y | +22.1% | -15.7% | +37.8% | +26.9% |
| 3Y | +77.5% | +47.7% | +29.7% | +49.4% |
| 5Y | +106.3% | -19.2% | +125.5% | +110.9% |
| All | +231.7% | +115.9% | +115.7% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling