-4.7%
CMS vs RVMD
+175.3%
-180.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | -1.3% | -0.7% | -0.5% | -1.3% |
| 30D | +5.3% | -6.4% | +11.7% | +5.1% |
| 3M | -0.3% | -14.1% | +13.7% | -0.6% |
| 6M | -4.0% | +21.0% | -25.1% | -3.4% |
| YTD | +2.1% | +121.4% | -119.3% | +4.1% |
| 1Y | -4.7% | +167.9% | -172.6% | -6.7% |
| All | -4.7% | +175.3% | -180.1% | -6.7% |
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