-3.1%
CMG vs RVMD
+576.1%
-579.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -3.0% | +0.9% | -1.7% |
| 30D | +10.9% | -0.7% | +11.6% | +10.9% |
| 3M | +15.8% | +36.5% | -20.7% | +11.4% |
| 6M | +6.9% | +104.6% | -97.7% | -3.1% |
| YTD | -2.2% | +155.8% | -158.0% | -14.4% |
| 1Y | -7.1% | +340.7% | -347.8% | -24.5% |
| 3Y | -7.1% | +519.9% | -527.1% | -30.6% |
| All | -3.1% | +576.1% | -579.1% | -35.5% |
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 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