+51.6%
CME vs RVMD
+549.6%
-498.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +4.7% | +0.3% | +4.3% | +4.7% |
| 3M | +7.8% | +38.9% | -31.0% | +8.1% |
| 6M | -11.0% | +108.1% | -119.1% | -10.6% |
| YTD | +4.0% | +160.7% | -156.7% | +4.9% |
| 1Y | +9.1% | +407.3% | -398.2% | +10.9% |
| All | +51.6% | +549.6% | -498.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling