+3,616.8%
CLS vs RVMD
+560.0%
+3,056.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | +5.0% | -3.6% | +8.5% | +5.6% |
| 30D | +4.8% | -1.1% | +5.9% | +5.0% |
| 3M | -10.4% | +41.0% | -51.4% | -15.8% |
| 6M | +20.8% | +105.7% | -84.9% | +4.3% |
| YTD | +10.0% | +155.3% | -145.3% | -10.1% |
| 1Y | +28.5% | +402.7% | -374.2% | -7.7% |
| 3Y | +1,292.2% | +533.1% | +759.1% | +840.6% |
| 5Y | +3,616.8% | +583.5% | +3,033.3% | +2,289.0% |
| All | +3,616.8% | +560.0% | +3,056.8% | +2,289.0% |
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