+189.0%
CDE vs RVMD
+576.1%
-387.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -3.0% | -0.1% | -2.5% |
| 30D | +9.5% | -0.7% | +10.2% | +9.6% |
| 3M | +25.5% | +36.5% | -11.1% | +17.7% |
| 6M | -7.9% | +104.6% | -112.5% | -21.8% |
| YTD | +15.6% | +155.8% | -140.3% | -7.9% |
| 1Y | +34.0% | +340.7% | -306.6% | -6.2% |
| 3Y | +791.9% | +519.9% | +272.0% | +448.9% |
| All | +189.0% | +576.1% | -387.1% | +63.2% |
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