+48.5%
CI vs RVMD
+525.1%
-476.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.7% |
| 30D | +4.9% | -6.4% | +11.3% | +5.1% |
| 3M | +7.4% | -14.1% | +21.5% | +8.2% |
| 6M | +0.4% | +21.0% | -20.6% | -1.2% |
| YTD | +9.5% | +121.4% | -111.9% | +2.2% |
| 1Y | +12.0% | +167.9% | -155.9% | +3.0% |
| 3Y | +7.1% | +794.7% | -787.6% | -12.1% |
| 5Y | +49.3% | +437.2% | -387.8% | +23.4% |
| All | +48.5% | +525.1% | -476.7% | +6.7% |
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