-1.7%
CNP vs RVMD
+22.5%
-24.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.4% |
| 30D | +4.0% | -6.4% | +10.5% | +4.1% |
| 3M | +1.6% | -14.1% | +15.7% | +1.4% |
| 6M | -1.7% | +21.0% | -22.7% | +1.3% |
| All | -1.7% | +22.5% | -24.1% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling