+9.5%
CME vs RVMD
+396.9%
-387.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -2.4% | -3.6% | +1.2% | -2.4% |
| 30D | +6.2% | -1.1% | +7.3% | +6.2% |
| 3M | +4.4% | +41.0% | -36.6% | +4.0% |
| 6M | -9.6% | +105.7% | -115.3% | -10.7% |
| YTD | +3.8% | +155.3% | -151.5% | +1.9% |
| 1Y | +9.5% | +402.7% | -393.2% | +3.0% |
| All | +9.5% | +396.9% | -387.4% | +3.0% |
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 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