+63.6%
CNH vs RVMD
+525.1%
-461.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.8% |
| 7D | +6.4% | -0.7% | +7.1% | +6.5% |
| 30D | -1.6% | -6.4% | +4.8% | -0.9% |
| 3M | +11.6% | -14.1% | +25.6% | +13.4% |
| 6M | +12.5% | +21.0% | -8.5% | +9.0% |
| YTD | +31.1% | +121.4% | -90.3% | +13.9% |
| 1Y | +17.0% | +167.9% | -150.9% | -1.4% |
| 3Y | +28.7% | +794.7% | -766.0% | -11.3% |
| 5Y | -17.4% | +437.2% | -454.6% | -43.3% |
| All | +63.6% | +525.1% | -461.5% | -1.0% |
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