+394.0%
CAH vs RVMD
+576.1%
-182.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -3.0% | -2.1% | -5.0% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +6.3% | +36.5% | -30.3% | +5.2% |
| 6M | +9.4% | +104.6% | -95.2% | +6.6% |
| YTD | +15.0% | +155.8% | -140.9% | +10.8% |
| 1Y | +55.4% | +340.7% | -285.2% | +46.7% |
| 3Y | +173.8% | +519.9% | -346.1% | +152.5% |
| All | +394.0% | +576.1% | -182.1% | +355.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling