+165.0%
CMI vs RVMD
+576.1%
-411.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -3.0% | +2.3% | -0.4% |
| 30D | -12.4% | -0.7% | -11.7% | -12.4% |
| 3M | -14.8% | +36.5% | -51.3% | -17.5% |
| 6M | +0.8% | +104.6% | -103.8% | -7.2% |
| YTD | +10.2% | +155.8% | -145.6% | -1.6% |
| 1Y | +37.4% | +340.7% | -303.2% | +15.3% |
| 3Y | +153.3% | +519.9% | -366.6% | +99.9% |
| All | +165.0% | +576.1% | -411.1% | +96.8% |
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 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