+100.6%
CB vs RVMD
+508.4%
-407.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.5% |
| 7D | -1.5% | +6.4% | -7.9% | -1.7% |
| 30D | +6.5% | +5.5% | +1.0% | +6.3% |
| 3M | +4.1% | -2.4% | +6.5% | +4.1% |
| 6M | +14.4% | +41.1% | -26.7% | +13.0% |
| YTD | +17.5% | +151.3% | -133.8% | +13.0% |
| 1Y | +27.5% | +228.1% | -200.5% | +21.2% |
| 3Y | +71.6% | +899.8% | -828.2% | +53.7% |
| 5Y | +100.6% | +514.0% | -413.3% | +79.9% |
| All | +100.6% | +508.4% | -407.7% | +79.9% |
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 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