+40.8%
CI vs RVMD
+644.5%
-603.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | +4.4% | +6.4% | -2.0% | +4.0% |
| 3M | +0.7% | +34.9% | -34.2% | -1.4% |
| 6M | +0.3% | +107.6% | -107.2% | -5.0% |
| YTD | +3.8% | +163.7% | -159.9% | -3.9% |
| 1Y | -5.5% | +439.2% | -444.7% | -17.3% |
| 3Y | +8.1% | +499.2% | -491.1% | -8.5% |
| 5Y | +42.8% | +621.7% | -578.9% | +14.8% |
| All | +40.8% | +644.5% | -603.7% | +0.3% |
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 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