-39.7%
CAG vs RVMD
+537.4%
-577.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -3.0% | -2.7% | -5.7% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +9.8% | +36.5% | -26.8% | +10.0% |
| 6M | -10.8% | +104.6% | -115.5% | -10.6% |
| YTD | -10.8% | +155.8% | -166.6% | -11.2% |
| 1Y | -19.0% | +340.7% | -359.6% | -21.4% |
| 3Y | -39.7% | +519.9% | -559.6% | -43.6% |
| All | -39.7% | +537.4% | -577.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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