+175.5%
CAH vs RVMD
+536.1%
-360.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | -5.1% | -3.6% | -1.5% | -5.0% |
| 30D | -1.8% | -1.1% | -0.7% | -1.7% |
| 3M | +9.4% | +41.0% | -31.7% | +8.3% |
| 6M | +9.2% | +105.7% | -96.4% | +6.8% |
| YTD | +15.7% | +155.3% | -139.6% | +11.8% |
| 1Y | +59.7% | +402.7% | -343.0% | +49.9% |
| All | +175.5% | +536.1% | -360.5% | +150.3% |
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 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