+148.7%
CB vs RVMD
+584.4%
-435.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.8% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +8.2% | +1.7% | +6.4% | +7.9% |
| 3M | +6.3% | -6.7% | +13.0% | +6.5% |
| 6M | +16.2% | +36.1% | -20.0% | +13.4% |
| YTD | +19.3% | +142.4% | -123.0% | +10.6% |
| 1Y | +29.2% | +207.8% | -178.5% | +17.5% |
| 3Y | +71.4% | +879.5% | -808.1% | +39.3% |
| 5Y | +104.2% | +509.0% | -404.8% | +65.6% |
| All | +148.7% | +584.4% | -435.7% | +75.8% |
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