+254.2%
CF vs RVMD
+581.6%
-327.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.2% | -7.5% | 0.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | +4.3% | -4.3% | +8.6% | +4.5% |
| 3M | +2.8% | -2.8% | +5.6% | +2.7% |
| 6M | +0.6% | +27.3% | -26.7% | -2.3% |
| YTD | +56.6% | +141.4% | -84.8% | +39.4% |
| 1Y | +49.6% | +213.3% | -163.6% | +28.9% |
| 3Y | +61.5% | +792.7% | -731.2% | +18.3% |
| 5Y | +124.0% | +470.6% | -346.6% | +63.1% |
| All | +254.2% | +581.6% | -327.4% | +109.2% |
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