+57.7%
CVE vs RBA
+42.3%
+15.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -16.1% | +4.3% | -20.4% | -16.7% |
| 30D | -10.4% | +16.3% | -26.7% | -12.5% |
| 3M | -2.4% | +1.3% | -3.7% | -2.7% |
| 6M | -4.4% | -11.1% | +6.6% | -3.4% |
| YTD | +64.9% | -8.5% | +73.4% | +64.5% |
| 1Y | +66.0% | -2.1% | +68.1% | +61.9% |
| 3Y | +57.7% | +44.6% | +13.1% | +44.8% |
| All | +57.7% | +42.3% | +15.4% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling