+295.6%
CF vs RVMD
+644.5%
-348.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.0% | +1.0% | +5.0% | +5.9% |
| 30D | +14.8% | +6.4% | +8.4% | +14.1% |
| 3M | +14.1% | +34.9% | -20.8% | +10.6% |
| 6M | +28.5% | +107.6% | -79.0% | +18.0% |
| YTD | +74.9% | +163.7% | -88.7% | +55.0% |
| 1Y | +61.7% | +439.2% | -377.5% | +30.6% |
| 3Y | +80.3% | +499.2% | -418.9% | +38.0% |
| 5Y | +226.0% | +621.7% | -395.7% | +127.6% |
| All | +295.6% | +644.5% | -348.9% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling