+1,876.2%
CLS vs RVMD
+520.2%
+1,356.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.1% | +3.8% | +7.1% |
| 7D | -10.6% | +6.4% | -16.9% | -11.5% |
| 30D | -38.4% | +5.5% | -43.9% | -39.0% |
| 3M | -29.9% | -2.4% | -27.4% | -29.6% |
| 6M | -40.6% | +41.1% | -81.8% | -44.3% |
| YTD | -24.6% | +151.3% | -175.9% | -38.1% |
| 1Y | -30.8% | +228.1% | -258.9% | -45.9% |
| 3Y | +811.7% | +899.8% | -88.0% | +494.0% |
| All | +1,876.2% | +520.2% | +1,356.0% | +1,212.2% |
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