+8.3%
CL vs RVMD
+396.9%
-388.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.1% |
| 7D | -2.4% | -3.6% | +1.1% | -2.4% |
| 30D | -4.8% | -1.1% | -3.7% | -4.8% |
| 3M | -1.7% | +41.0% | -42.7% | -1.8% |
| 6M | -3.8% | +105.7% | -109.5% | -4.7% |
| YTD | +13.3% | +155.3% | -142.0% | +12.0% |
| 1Y | +8.3% | +402.7% | -394.4% | +3.3% |
| All | +8.3% | +396.9% | -388.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling