+89.9%
CVE vs RBA
+376.3%
-286.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +2.5% | -2.9% | +5.4% | +3.7% |
| 30D | +16.7% | -12.3% | +29.0% | +22.5% |
| 3M | +9.3% | -20.5% | +29.8% | +17.8% |
| 6M | +43.6% | -18.5% | +62.1% | +52.3% |
| YTD | +93.6% | -18.2% | +111.8% | +103.6% |
| 1Y | +98.8% | -27.5% | +126.3% | +119.1% |
| 3Y | +73.6% | +38.1% | +35.5% | +41.6% |
| 5Y | +312.5% | +44.8% | +267.7% | +213.9% |
| 10Y | +161.0% | +187.1% | -26.1% | +37.1% |
| All | +89.9% | +376.3% | -286.4% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling