+14.8%
CNH vs RVMD
+244.4%
-229.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.2% |
| 7D | +6.5% | +5.8% | +0.6% | +6.4% |
| 30D | -12.0% | -3.8% | -8.1% | -12.0% |
| 3M | +4.4% | +3.2% | +1.1% | +4.3% |
| 6M | +15.7% | +35.0% | -19.3% | +15.2% |
| YTD | +28.2% | +150.7% | -122.5% | +27.6% |
| 1Y | +14.8% | +241.0% | -226.2% | +2.3% |
| All | +14.8% | +244.4% | -229.6% | +2.3% |
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