+62.0%
CFG vs RVMD
+504.8%
-442.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +2.8% | +1.7% | +1.0% | +2.4% |
| 3M | -10.1% | -6.7% | -3.4% | -9.6% |
| 6M | +3.2% | +36.1% | -33.0% | -1.3% |
| YTD | +14.2% | +142.4% | -128.2% | -1.0% |
| 1Y | +27.4% | +207.8% | -180.4% | +6.4% |
| 3Y | +187.6% | +879.5% | -691.9% | +101.4% |
| All | +62.0% | +504.8% | -442.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling