+85.6%
CNH vs RVMD
+622.3%
-536.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -5.7% | -3.0% | -2.7% | -5.3% |
| 30D | +26.6% | -0.7% | +27.3% | +26.6% |
| 3M | +31.1% | +36.5% | -5.5% | +25.5% |
| 6M | +24.9% | +104.6% | -79.7% | +11.4% |
| YTD | +48.7% | +155.8% | -107.1% | +27.1% |
| 1Y | +22.2% | +340.7% | -318.5% | -4.2% |
| 3Y | +7.4% | +519.9% | -512.5% | -23.2% |
| 5Y | +10.8% | +584.9% | -574.1% | -26.7% |
| All | +85.6% | +622.3% | -536.7% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling