-2.8%
CNC vs RVMD
+636.2%
-639.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.9% | -0.7% | -4.1% | -4.8% |
| 30D | -3.8% | +0.3% | -4.1% | -3.8% |
| 3M | -3.2% | +38.9% | -42.1% | -5.5% |
| 6M | +47.9% | +108.1% | -60.2% | +40.0% |
| YTD | +55.7% | +160.7% | -105.1% | +44.5% |
| 1Y | +106.2% | +407.3% | -301.0% | +82.6% |
| 3Y | -2.1% | +546.6% | -548.6% | -16.5% |
| 5Y | +3.4% | +579.8% | -576.4% | -15.3% |
| All | -2.8% | +636.2% | -639.0% | -27.7% |
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