+96.8%
CNH vs RVMD
+644.5%
-547.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +23.3% | +1.0% | +22.3% | +23.1% |
| 30D | +33.5% | +6.4% | +27.0% | +32.2% |
| 3M | +32.7% | +34.9% | -2.2% | +27.3% |
| 6M | +22.2% | +107.6% | -85.4% | +8.8% |
| YTD | +57.7% | +163.7% | -106.0% | +34.2% |
| 1Y | +28.0% | +439.2% | -411.2% | -2.9% |
| 3Y | +11.5% | +499.2% | -487.7% | -19.8% |
| 5Y | +11.9% | +621.7% | -609.9% | -26.7% |
| All | +96.8% | +644.5% | -547.7% | +16.7% |
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