+5,294.5%
CF vs RMD
+1,649.0%
+3,645.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | +0.4% | -5.3% | +5.8% | +1.7% |
| 30D | +2.2% | +8.4% | -6.2% | -1.1% |
| 3M | +2.1% | +7.1% | -5.0% | -0.9% |
| 6M | -6.5% | +15.8% | -22.3% | -12.3% |
| YTD | +55.6% | +0.2% | +55.4% | +51.8% |
| 1Y | +42.3% | -1.4% | +43.7% | +39.4% |
| 3Y | +55.7% | +61.3% | -5.6% | +21.6% |
| 5Y | +122.4% | -3.9% | +126.3% | +102.9% |
| 10Y | +568.5% | +365.6% | +203.0% | +176.5% |
| All | +5,294.5% | +1,649.0% | +3,645.6% | +874.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 all: compounded portfolio wealth divided by compounded RMD 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…
all analysis · Full analysis span regression · 6 months rolling