+1,027.7%
CRS vs RVMD
+622.3%
+405.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -6.8% | -3.0% | -3.8% | -6.2% |
| 30D | -16.1% | -0.7% | -15.4% | -16.0% |
| 3M | -21.2% | +36.5% | -57.7% | -26.0% |
| 6M | +8.7% | +104.6% | -95.9% | -7.4% |
| YTD | +41.0% | +155.8% | -114.9% | +12.8% |
| 1Y | +82.7% | +340.7% | -258.0% | +29.7% |
| 3Y | +604.8% | +519.9% | +84.9% | +340.9% |
| 5Y | +1,384.7% | +584.9% | +799.8% | +737.5% |
| All | +1,027.7% | +622.3% | +405.3% | +447.8% |
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