+39.9%
CL vs RVMD
+469.5%
-429.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -2.3% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +11.4% | -4.3% | +15.6% | +11.4% |
| 3M | +4.4% | -2.8% | +7.2% | +4.4% |
| 6M | +10.8% | +27.3% | -16.5% | +10.3% |
| YTD | +25.1% | +141.4% | -116.3% | +23.0% |
| 1Y | +28.0% | +213.3% | -185.3% | +25.2% |
| 3Y | +37.6% | +792.7% | -755.0% | +31.5% |
| All | +39.9% | +469.5% | -429.7% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling