+135.8%
CFG vs RVMD
+636.2%
-500.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.6% | -0.7% | +0.2% | -0.5% |
| 30D | -4.5% | +0.3% | -4.9% | -4.7% |
| 3M | +6.3% | +38.9% | -32.5% | +0.3% |
| 6M | +20.6% | +108.1% | -87.5% | +4.1% |
| YTD | +21.2% | +160.7% | -139.5% | -1.2% |
| 1Y | +38.2% | +407.3% | -369.1% | -1.7% |
| 3Y | +185.9% | +546.6% | -360.6% | +85.4% |
| 5Y | +97.0% | +579.8% | -482.8% | +17.3% |
| All | +135.8% | +636.2% | -500.4% | +6.1% |
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