+97.4%
CB vs RVMD
+570.7%
-473.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.4% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | -3.9% | +1.1% | -5.0% | -3.9% |
| 3M | +4.9% | +39.6% | -34.7% | +3.7% |
| 6M | +3.3% | +110.7% | -107.4% | +0.3% |
| YTD | +8.5% | +160.3% | -151.8% | +4.2% |
| 1Y | +22.1% | +404.9% | -382.9% | +13.7% |
| 3Y | +70.1% | +545.5% | -475.3% | +54.3% |
| 5Y | +97.4% | +584.7% | -487.3% | +74.2% |
| All | +97.4% | +570.7% | -473.3% | +74.2% |
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 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