+24.1%
CMS vs RVMD
+570.7%
-546.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | -3.2% | +1.1% | -4.2% | -3.2% |
| 3M | -2.2% | +39.6% | -41.8% | -2.8% |
| 6M | -9.4% | +110.7% | -120.1% | -11.0% |
| YTD | +0.7% | +160.3% | -159.6% | -1.9% |
| 1Y | +0.4% | +404.9% | -404.6% | -4.2% |
| 3Y | +35.2% | +545.5% | -510.3% | +26.3% |
| 5Y | +24.1% | +584.7% | -560.5% | +13.0% |
| All | +24.1% | +570.7% | -546.6% | +13.0% |
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