+26.1%
CMS vs RVMD
+584.4%
-558.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +0.4% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +7.4% | +1.7% | +5.7% | +7.3% |
| 3M | +1.9% | -6.7% | +8.6% | +2.0% |
| 6M | -2.3% | +36.1% | -38.5% | -3.5% |
| YTD | +3.0% | +142.4% | -139.4% | -0.9% |
| 1Y | -2.8% | +207.8% | -210.5% | -7.4% |
| 3Y | +37.9% | +879.5% | -841.6% | +24.1% |
| 5Y | +34.0% | +509.0% | -475.1% | +20.5% |
| All | +26.1% | +584.4% | -558.2% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling