-11.7%
CCI vs RVMD
+536.1%
-547.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -1.7% |
| 7D | -4.4% | -3.6% | -0.8% | -4.3% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | -20.0% | +41.0% | -61.0% | -20.9% |
| 6M | -14.5% | +105.7% | -120.2% | -17.0% |
| YTD | -14.9% | +155.3% | -170.2% | -18.1% |
| 1Y | -17.7% | +402.7% | -420.4% | -23.5% |
| All | -11.7% | +536.1% | -547.8% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling