+134.5%
CVE vs RBA
+224.6%
-90.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -16.1% | +4.3% | -20.4% | -17.6% |
| 30D | -10.4% | +16.3% | -26.7% | -15.7% |
| 3M | -2.4% | +1.3% | -3.7% | -3.7% |
| 6M | -4.4% | -11.1% | +6.6% | -2.3% |
| YTD | +64.9% | -8.5% | +73.4% | +64.8% |
| 1Y | +66.0% | -2.1% | +68.1% | +60.9% |
| 3Y | +57.7% | +44.6% | +13.1% | +26.2% |
| 5Y | +144.7% | +36.8% | +107.9% | +93.5% |
| All | +134.5% | +224.6% | -90.1% | +3.9% |
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 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