+5.6%
CNC vs RVMD
+576.1%
-570.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.9% | -3.0% | +2.1% | -0.7% |
| 30D | -1.0% | -0.7% | -0.2% | -1.0% |
| 3M | +4.5% | +36.5% | -32.0% | +2.4% |
| 6M | +85.2% | +104.6% | -19.4% | +76.3% |
| YTD | +61.4% | +155.8% | -94.4% | +50.9% |
| 1Y | +94.9% | +340.7% | -245.8% | +75.8% |
| 3Y | 0.0% | +519.9% | -519.9% | -13.3% |
| All | +5.6% | +576.1% | -570.5% | -11.5% |
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