+3,704.5%
CLS vs RVMD
+644.5%
+3,060.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.6% | +1.0% | +3.5% | +4.4% |
| 30D | -13.9% | +6.4% | -20.3% | -15.0% |
| 3M | -26.6% | +34.9% | -61.5% | -31.0% |
| 6M | +15.4% | +107.6% | -92.1% | -2.7% |
| YTD | +5.7% | +163.7% | -158.0% | -16.8% |
| 1Y | +41.1% | +439.2% | -398.1% | -4.9% |
| 3Y | +1,228.6% | +499.2% | +729.4% | +743.6% |
| 5Y | +3,240.6% | +621.7% | +2,618.9% | +1,779.6% |
| All | +3,704.5% | +644.5% | +3,060.0% | +1,746.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling