+16.5%
CME vs RVMD
+162.9%
-146.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.7% |
| 7D | +3.9% | -10.4% | +14.3% | +3.7% |
| 30D | +11.3% | -11.0% | +22.3% | +11.1% |
| 3M | +19.6% | -14.7% | +34.3% | +19.2% |
| 6M | +8.1% | +14.9% | -6.8% | +7.8% |
| YTD | +20.4% | +116.3% | -95.9% | +19.4% |
| 1Y | +16.5% | +167.6% | -151.1% | +12.8% |
| All | +16.5% | +162.9% | -146.4% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling