+309.7%
CF vs RVMD
+636.2%
-326.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.8% |
| 30D | +14.3% | +0.3% | +13.9% | +14.2% |
| 3M | +27.9% | +38.9% | -11.0% | +23.6% |
| 6M | +25.5% | +108.1% | -82.6% | +15.2% |
| YTD | +81.2% | +160.7% | -79.6% | +60.7% |
| 1Y | +66.5% | +407.3% | -340.8% | +35.5% |
| 3Y | +76.7% | +546.6% | -469.9% | +33.7% |
| 5Y | +237.8% | +579.8% | -342.0% | +138.8% |
| All | +309.7% | +636.2% | -326.5% | +141.0% |
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