+891.5%
CLS vs RVMD
+802.0%
+89.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.2% |
| 7D | +23.5% | -0.7% | +24.3% | +23.3% |
| 30D | -28.9% | -6.4% | -22.5% | -27.7% |
| 3M | -25.2% | -14.1% | -11.1% | -22.4% |
| 6M | -32.1% | +21.0% | -53.1% | -35.7% |
| YTD | -14.1% | +121.4% | -135.5% | -35.3% |
| 1Y | -24.1% | +167.9% | -192.0% | -46.6% |
| All | +891.5% | +802.0% | +89.5% | +342.7% |
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