+73.2%
CVE vs RBA
-2.0%
+75.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.1% | -9.7% | -7.4% |
| 7D | -12.1% | +12.7% | -24.7% | -11.3% |
| 30D | -9.8% | +15.5% | -25.3% | -8.9% |
| 3M | -0.7% | -14.0% | +13.3% | -0.8% |
| 6M | -4.3% | -8.8% | +4.5% | -4.5% |
| YTD | +70.6% | -6.9% | +77.5% | +70.9% |
| 1Y | +73.2% | -3.0% | +76.1% | +70.9% |
| All | +73.2% | -2.0% | +75.1% | +70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling