-50.1%
CCI vs RVMD
+560.0%
-610.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -1.6% |
| 7D | -4.4% | -3.6% | -0.8% | -4.2% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | -20.0% | +41.0% | -61.0% | -21.9% |
| 6M | -14.5% | +105.7% | -120.2% | -19.3% |
| YTD | -14.9% | +155.3% | -170.2% | -21.4% |
| 1Y | -17.7% | +402.7% | -420.4% | -28.3% |
| 3Y | -12.4% | +533.1% | -545.5% | -27.7% |
| 5Y | -50.1% | +583.5% | -633.7% | -61.3% |
| All | -50.1% | +560.0% | -610.1% | -61.3% |
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