+41.9%
CI vs RVMD
+570.7%
-528.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | -2.0% | -1.2% | -0.8% | -2.0% |
| 30D | -1.8% | +1.1% | -2.9% | -1.9% |
| 3M | -4.2% | +39.6% | -43.8% | -5.3% |
| 6M | +2.7% | +110.7% | -108.0% | -0.4% |
| YTD | +1.9% | +160.3% | -158.4% | -2.3% |
| 1Y | -6.3% | +404.9% | -411.2% | -12.9% |
| 3Y | +3.9% | +545.5% | -541.6% | -6.2% |
| 5Y | +41.9% | +584.7% | -542.8% | +26.2% |
| All | +41.9% | +570.7% | -528.8% | +26.2% |
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