+51.9%
CI vs RVMD
+584.4%
-532.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.1% | +2.8% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | +7.3% | +1.7% | +5.6% | +7.1% |
| 3M | +9.5% | -6.7% | +16.2% | +9.7% |
| 6M | +6.4% | +36.1% | -29.7% | +4.0% |
| YTD | +12.0% | +142.4% | -130.4% | +4.1% |
| 1Y | +20.1% | +207.8% | -187.7% | +9.5% |
| 3Y | +9.6% | +879.5% | -869.9% | -10.5% |
| 5Y | +52.7% | +509.0% | -456.3% | +24.9% |
| All | +51.9% | +584.4% | -532.5% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling