+97.0%
CME vs RVMD
+510.7%
-413.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +3.9% | -10.4% | +14.3% | +4.6% |
| 30D | +11.3% | -11.0% | +22.3% | +11.9% |
| 3M | +19.6% | -14.7% | +34.3% | +20.4% |
| 6M | +8.1% | +14.9% | -6.8% | +6.5% |
| YTD | +20.4% | +116.3% | -95.9% | +12.2% |
| 1Y | +16.5% | +167.6% | -151.1% | +6.8% |
| 3Y | +66.4% | +776.8% | -710.3% | +35.3% |
| 5Y | +74.5% | +424.8% | -350.3% | +41.6% |
| All | +97.0% | +510.7% | -413.7% | +32.4% |
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