+34.4%
CL vs RVMD
+636.2%
-601.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | -0.7% | -1.6% | -2.3% |
| 30D | -5.5% | +0.3% | -5.8% | -5.5% |
| 3M | +0.8% | +38.9% | -38.0% | +0.1% |
| 6M | -4.2% | +108.1% | -112.3% | -6.1% |
| YTD | +13.4% | +160.7% | -147.3% | +10.5% |
| 1Y | +7.1% | +407.3% | -400.2% | +2.4% |
| 3Y | +29.0% | +546.6% | -517.6% | +21.4% |
| 5Y | +28.3% | +579.8% | -551.5% | +19.6% |
| All | +34.4% | +636.2% | -601.8% | +19.9% |
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