+22.7%
CMS vs RVMD
+644.5%
-621.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.4% | +1.0% | -0.7% | +0.3% |
| 30D | -3.6% | +6.4% | -10.0% | -3.8% |
| 3M | -1.9% | +34.9% | -36.8% | -2.9% |
| 6M | -11.0% | +107.6% | -118.5% | -13.4% |
| YTD | +0.2% | +163.7% | -163.5% | -3.7% |
| 1Y | -1.3% | +439.2% | -440.5% | -8.0% |
| 3Y | +35.9% | +499.2% | -463.3% | +24.3% |
| 5Y | +23.1% | +621.7% | -598.6% | +9.9% |
| All | +22.7% | +644.5% | -621.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling