+110.5%
CNC vs RVMD
+244.4%
-133.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.8% | +9.8% | +12.4% |
| 7D | +13.4% | +5.8% | +7.5% | +12.9% |
| 30D | +18.2% | -3.8% | +22.1% | +18.4% |
| 3M | +18.6% | +3.2% | +15.4% | +18.3% |
| 6M | +41.9% | +35.0% | +6.9% | +39.4% |
| YTD | +84.7% | +150.7% | -66.0% | +76.7% |
| 1Y | +110.5% | +241.0% | -130.5% | +75.2% |
| All | +110.5% | +244.4% | -133.9% | +75.2% |
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 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