+265.6%
CF vs RVMD
+540.6%
-275.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +1.3% |
| 7D | +10.4% | -9.5% | +19.9% | +11.1% |
| 30D | +7.6% | -6.8% | +14.4% | +7.9% |
| 3M | +5.2% | -12.1% | +17.2% | +6.0% |
| 6M | -0.1% | +25.4% | -25.4% | -2.9% |
| YTD | +61.7% | +126.9% | -65.2% | +44.7% |
| 1Y | +50.3% | +182.0% | -131.7% | +30.9% |
| 3Y | +66.0% | +816.8% | -750.8% | +20.8% |
| 5Y | +114.5% | +464.0% | -349.5% | +55.3% |
| All | +265.6% | +540.6% | -275.0% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling