+35.4%
CVS vs RBA
-26.5%
+62.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | -2.9% | +6.9% | +4.2% |
| 30D | -2.4% | -12.3% | +9.9% | -1.2% |
| 3M | +2.7% | -20.5% | +23.2% | +5.3% |
| 6M | +21.9% | -18.5% | +40.4% | +24.5% |
| YTD | +24.7% | -18.2% | +43.0% | +26.1% |
| 1Y | +35.4% | -27.5% | +63.0% | +37.0% |
| All | +35.4% | -26.5% | +62.0% | +37.0% |
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 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