-0.8%
CRM vs RVMD
+576.1%
-576.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | -3.0% | -1.5% | -4.0% |
| 30D | +28.1% | -0.7% | +28.9% | +28.3% |
| 3M | +48.8% | +36.5% | +12.3% | +41.6% |
| 6M | +28.3% | +104.6% | -76.4% | +13.1% |
| YTD | -6.0% | +155.8% | -161.8% | -21.2% |
| 1Y | +1.4% | +340.7% | -339.2% | -22.8% |
| 3Y | +11.8% | +519.9% | -508.1% | -23.3% |
| All | -0.8% | +576.1% | -576.9% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling