+29.6%
CL vs RVMD
+545.7%
-516.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -1.4% | -1.2% | -0.1% | -1.3% |
| 30D | -5.2% | +1.1% | -6.3% | -5.2% |
| 3M | +3.3% | +39.6% | -36.3% | +2.6% |
| 6M | -4.4% | +110.7% | -115.1% | -6.2% |
| YTD | +13.9% | +160.3% | -146.4% | +11.0% |
| 1Y | +7.6% | +404.9% | -397.3% | +2.7% |
| 3Y | +29.6% | +545.5% | -515.9% | +15.3% |
| All | +29.6% | +545.7% | -516.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling