+2,827.4%
CLS vs RVMD
+510.7%
+2,316.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.9% |
| 7D | +16.3% | -10.4% | +26.7% | +18.8% |
| 30D | -25.7% | -11.0% | -14.7% | -23.9% |
| 3M | -30.9% | -14.7% | -16.2% | -28.7% |
| 6M | -35.5% | +14.9% | -50.4% | -37.6% |
| YTD | -18.7% | +116.3% | -135.0% | -33.4% |
| 1Y | -17.9% | +167.6% | -185.5% | -35.7% |
| 3Y | +838.1% | +776.8% | +61.3% | +470.0% |
| 5Y | +1,971.9% | +424.8% | +1,547.1% | +1,156.2% |
| All | +2,827.4% | +510.7% | +2,316.7% | +1,376.6% |
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 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