+73.0%
CF vs RVMD
+502.3%
-429.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.0% | +1.0% | +5.0% | +6.0% |
| 30D | +14.8% | +6.4% | +8.4% | +14.8% |
| 3M | +14.1% | +34.9% | -20.8% | +13.7% |
| 6M | +28.5% | +107.6% | -79.0% | +27.2% |
| YTD | +74.9% | +163.7% | -88.7% | +71.4% |
| 1Y | +61.7% | +439.2% | -377.5% | +52.4% |
| All | +73.0% | +502.3% | -429.3% | +63.4% |
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