+50.4%
CL vs RVMD
+540.6%
-490.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | 0.0% |
| 7D | -0.8% | -9.5% | +8.7% | -0.6% |
| 30D | +9.5% | -6.8% | +16.4% | +9.6% |
| 3M | +6.8% | -12.1% | +18.9% | +7.0% |
| 6M | +14.3% | +25.4% | -11.1% | +13.5% |
| YTD | +27.0% | +126.9% | -99.9% | +24.0% |
| 1Y | +26.3% | +182.0% | -155.7% | +22.6% |
| 3Y | +39.3% | +816.8% | -777.5% | +30.2% |
| 5Y | +41.5% | +464.0% | -422.5% | +32.5% |
| All | +50.4% | +540.6% | -490.1% | +34.6% |
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