+4,121.1%
CLS vs RVMD
+622.3%
+3,498.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.5% |
| 7D | +10.9% | -3.0% | +13.9% | +11.6% |
| 30D | +2.1% | -0.7% | +2.8% | +2.2% |
| 3M | -10.2% | +36.5% | -46.7% | -15.9% |
| 6M | +30.4% | +104.6% | -74.2% | +10.2% |
| YTD | +17.2% | +155.8% | -138.6% | -7.1% |
| 1Y | +41.0% | +340.7% | -299.7% | -0.5% |
| 3Y | +1,338.0% | +519.9% | +818.0% | +807.1% |
| 5Y | +3,860.6% | +584.9% | +3,275.6% | +2,156.9% |
| All | +4,121.1% | +622.3% | +3,498.7% | +1,961.3% |
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 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