-38.6%
CCI vs RVMD
+622.3%
-660.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | +2.2% | -0.7% | +3.0% | +2.2% |
| 3M | -16.9% | +36.5% | -53.4% | -18.9% |
| 6M | -11.5% | +104.6% | -116.1% | -16.9% |
| YTD | -12.8% | +155.8% | -168.7% | -20.0% |
| 1Y | -17.1% | +340.7% | -357.8% | -27.4% |
| 3Y | -9.6% | +519.9% | -529.6% | -25.6% |
| 5Y | -48.9% | +584.9% | -633.9% | -60.0% |
| All | -38.6% | +622.3% | -660.9% | -55.6% |
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