+1,980.9%
CLS vs RVMD
+425.4%
+1,555.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.0% |
| 7D | +16.3% | -10.4% | +26.7% | +18.5% |
| 30D | -25.7% | -11.0% | -14.7% | -24.1% |
| 3M | -30.9% | -14.7% | -16.2% | -29.0% |
| 6M | -35.5% | +14.9% | -50.4% | -37.2% |
| YTD | -18.7% | +116.3% | -135.0% | -31.5% |
| 1Y | -17.9% | +167.6% | -185.5% | -33.5% |
| 3Y | +838.1% | +776.8% | +61.3% | +526.2% |
| All | +1,980.9% | +425.4% | +1,555.4% | +1,289.4% |
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