+34.4%
CCL vs RVMD
+437.8%
-403.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | +10.3% | -6.4% | +16.7% | +11.7% |
| 3M | +6.6% | -14.1% | +20.7% | +9.8% |
| 6M | +20.0% | +21.0% | -1.0% | +13.2% |
| YTD | -1.9% | +121.4% | -123.3% | -24.3% |
| 1Y | +10.4% | +167.9% | -157.4% | -19.4% |
| 3Y | +134.8% | +794.7% | -659.9% | +17.1% |
| All | +34.4% | +437.8% | -403.5% | -33.5% |
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