+365.4%
CAH vs RVMD
+622.3%
-256.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -3.0% | -2.1% | -4.9% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +6.3% | +36.5% | -30.3% | +4.5% |
| 6M | +9.4% | +104.6% | -95.2% | +4.6% |
| YTD | +15.0% | +155.8% | -140.9% | +8.0% |
| 1Y | +55.4% | +340.7% | -285.2% | +41.1% |
| 3Y | +173.8% | +519.9% | -346.1% | +138.8% |
| 5Y | +395.2% | +584.9% | -189.7% | +317.6% |
| All | +365.4% | +622.3% | -256.9% | +284.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling