+95.5%
CME vs RVMD
+525.1%
-429.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +2.7% | -0.7% | +3.4% | +2.7% |
| 30D | +13.5% | -6.4% | +19.9% | +13.7% |
| 3M | +20.9% | -14.1% | +35.0% | +21.7% |
| 6M | +11.5% | +21.0% | -9.5% | +9.5% |
| YTD | +19.5% | +121.4% | -101.9% | +11.2% |
| 1Y | +17.2% | +167.9% | -150.7% | +7.5% |
| 3Y | +65.1% | +794.7% | -729.6% | +34.0% |
| 5Y | +73.1% | +437.2% | -364.0% | +40.3% |
| All | +95.5% | +525.1% | -429.7% | +31.2% |
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