+10.9%
CMG vs RVMD
+244.4%
-233.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +5.7% |
| 7D | +22.5% | +5.8% | +16.7% | +22.2% |
| 30D | +14.1% | -3.8% | +17.9% | +14.3% |
| 3M | +4.1% | +3.2% | +0.9% | +3.6% |
| 6M | +10.1% | +35.0% | -25.0% | +7.4% |
| YTD | -4.9% | +150.7% | -155.6% | -10.1% |
| 1Y | +10.9% | +241.0% | -230.1% | +0.5% |
| All | +10.9% | +244.4% | -233.5% | +0.5% |
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 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