+76.1%
CME vs RVMD
+591.3%
-515.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 6M | -11.0% | +108.1% | -119.1% | -12.6% |
| YTD | +4.0% | +160.7% | -156.7% | +1.5% |
| 1Y | +9.1% | +407.3% | -398.2% | +4.7% |
| 3Y | +52.3% | +546.6% | -494.3% | +43.6% |
| 5Y | +76.1% | +579.8% | -503.7% | +60.7% |
| All | +76.1% | +591.3% | -515.3% | +60.7% |
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