+67.8%
CF vs RVMD
+781.3%
-713.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | +4.8% | -10.4% | +15.2% | +4.6% |
| 30D | +4.7% | -11.0% | +15.7% | +4.5% |
| 3M | +7.4% | -14.7% | +22.1% | +7.2% |
| 6M | +0.6% | +14.9% | -14.3% | +0.5% |
| YTD | +64.1% | +116.3% | -52.2% | +62.3% |
| 1Y | +51.4% | +167.6% | -116.2% | +48.0% |
| 3Y | +67.8% | +776.8% | -709.0% | +31.4% |
| All | +67.8% | +781.3% | -713.5% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling