+42.9%
CVS vs RBA
+191.1%
-148.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +0.4% | -13.2% | +13.6% | +2.8% |
| 3M | -0.4% | -21.4% | +20.9% | +3.5% |
| 6M | +25.1% | -20.9% | +46.0% | +29.8% |
| YTD | +23.9% | -19.9% | +43.7% | +27.7% |
| 1Y | +41.1% | -28.7% | +69.7% | +48.3% |
| 3Y | +63.6% | +27.4% | +36.2% | +53.4% |
| 5Y | +31.5% | +41.7% | -10.2% | +18.2% |
| All | +42.9% | +191.1% | -148.2% | +4.9% |
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