+98.7%
CFG vs RVMD
+590.1%
-491.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +2.7% | -1.2% | +3.9% | +2.8% |
| 30D | -3.7% | +1.1% | -4.7% | -3.9% |
| 3M | +9.5% | +39.6% | -30.1% | +4.9% |
| 6M | +22.2% | +110.7% | -88.4% | +9.9% |
| YTD | +22.3% | +160.3% | -138.0% | +5.7% |
| 1Y | +39.4% | +404.9% | -365.5% | +8.7% |
| 3Y | +188.5% | +545.5% | -357.0% | +111.3% |
| All | +98.7% | +590.1% | -491.4% | +37.3% |
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