+41.9%
CMI vs RVMD
+430.6%
-388.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | -0.7% | +1.0% | -1.8% | -0.8% |
| 30D | -13.4% | +6.4% | -19.9% | -13.8% |
| 3M | -17.0% | +34.9% | -51.9% | -18.3% |
| 6M | -1.6% | +107.6% | -109.2% | -5.2% |
| YTD | +11.0% | +163.7% | -152.7% | +6.8% |
| 1Y | +41.9% | +439.2% | -397.3% | +29.8% |
| All | +41.9% | +430.6% | -388.7% | +29.8% |
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