+72.2%
CNP vs RVMD
+620.8%
-548.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -2.2% | -3.6% | +1.4% | -1.9% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | -7.9% | +41.0% | -49.0% | -10.5% |
| 6M | -8.3% | +105.7% | -114.0% | -14.5% |
| YTD | +3.8% | +155.3% | -151.5% | -5.8% |
| 1Y | +5.9% | +402.7% | -396.8% | -10.3% |
| 3Y | +49.3% | +533.1% | -483.8% | +19.3% |
| 5Y | +69.3% | +583.5% | -514.3% | +27.7% |
| All | +72.2% | +620.8% | -548.7% | +9.2% |
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