+135.8%
CVE vs RBA
+229.0%
-93.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -14.1% | +7.3% | -21.4% | -16.5% |
| 30D | -11.6% | +16.9% | -28.6% | -17.1% |
| 3M | 0.0% | -0.5% | +0.5% | -0.6% |
| 6M | -8.4% | -10.4% | +2.0% | -6.5% |
| YTD | +65.9% | -7.2% | +73.1% | +65.0% |
| 1Y | +69.4% | -2.2% | +71.7% | +64.4% |
| 3Y | +55.9% | +43.7% | +12.2% | +25.3% |
| 5Y | +146.2% | +38.7% | +107.5% | +93.7% |
| All | +135.8% | +229.0% | -93.1% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling