+126.8%
CB vs RVMD
+636.2%
-509.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | -3.1% | +0.3% | -3.4% | -3.1% |
| 3M | +4.2% | +38.9% | -34.7% | +1.8% |
| 6M | +4.7% | +108.1% | -103.4% | -1.1% |
| YTD | +8.8% | +160.7% | -151.9% | +0.6% |
| 1Y | +22.6% | +407.3% | -384.6% | +7.3% |
| 3Y | +70.6% | +546.6% | -476.0% | +42.5% |
| 5Y | +99.4% | +579.8% | -480.4% | +60.0% |
| All | +126.8% | +636.2% | -509.4% | +59.9% |
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