+48.8%
CI vs RVMD
+510.7%
-461.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +1.2% | -10.4% | +11.6% | +1.8% |
| 30D | +2.6% | -11.0% | +13.5% | +3.1% |
| 3M | +7.4% | -14.7% | +22.1% | +8.3% |
| 6M | -0.1% | +14.9% | -15.0% | -1.4% |
| YTD | +9.7% | +116.3% | -106.6% | +2.6% |
| 1Y | +12.1% | +167.6% | -155.5% | +3.2% |
| 3Y | +7.0% | +776.8% | -769.8% | -12.0% |
| 5Y | +49.7% | +424.8% | -375.1% | +23.8% |
| All | +48.8% | +510.7% | -461.9% | +7.1% |
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