-39.1%
CAG vs RVMD
+620.8%
-659.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.7% |
| 7D | -5.9% | -3.6% | -2.3% | -5.9% |
| 30D | -1.5% | -1.1% | -0.5% | -1.5% |
| 3M | +11.5% | +41.0% | -29.6% | +11.4% |
| 6M | -15.7% | +105.7% | -121.4% | -15.9% |
| YTD | -10.2% | +155.3% | -165.5% | -10.8% |
| 1Y | -18.1% | +402.7% | -420.8% | -19.6% |
| 3Y | -39.4% | +533.1% | -572.5% | -41.2% |
| 5Y | -42.6% | +583.5% | -626.1% | -44.5% |
| All | -39.1% | +620.8% | -659.9% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling