+39.6%
CMS vs RVMD
+835.3%
-795.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.5% |
| 7D | -0.9% | +6.4% | -7.3% | -0.9% |
| 30D | +7.1% | +5.5% | +1.6% | +7.1% |
| 3M | -1.3% | -2.4% | +1.1% | -1.3% |
| 6M | -2.7% | +41.1% | -43.8% | -2.8% |
| YTD | +2.6% | +151.3% | -148.7% | +1.3% |
| 1Y | -2.0% | +228.1% | -230.1% | -4.3% |
| 3Y | +39.6% | +899.8% | -860.1% | +14.1% |
| All | +39.6% | +835.3% | -795.7% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling