+74.6%
CNP vs RVMD
+644.5%
-569.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | -1.8% | +6.4% | -8.3% | -2.3% |
| 3M | -4.6% | +34.9% | -39.5% | -7.0% |
| 6M | -8.8% | +107.6% | -116.4% | -15.0% |
| YTD | +5.2% | +163.7% | -158.4% | -4.7% |
| 1Y | +8.3% | +439.2% | -430.9% | -8.9% |
| 3Y | +54.9% | +499.2% | -444.3% | +24.7% |
| 5Y | +73.5% | +621.7% | -548.2% | +29.9% |
| All | +74.6% | +644.5% | -569.9% | +10.4% |
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