+376.2%
CAH vs RVMD
+636.2%
-260.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | +1.2% | +0.3% | +0.8% | +1.2% |
| 3M | +13.1% | +38.9% | -25.8% | +11.0% |
| 6M | +8.5% | +108.1% | -99.6% | +3.6% |
| YTD | +17.6% | +160.7% | -143.1% | +10.4% |
| 1Y | +60.7% | +407.3% | -346.6% | +44.6% |
| 3Y | +183.2% | +546.6% | -363.4% | +146.3% |
| 5Y | +402.2% | +579.8% | -177.6% | +324.2% |
| All | +376.2% | +636.2% | -260.0% | +293.2% |
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