+612.8%
CRS vs RVMD
+536.1%
+76.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -4.1% | -3.6% | -0.5% | -3.6% |
| 30D | -16.6% | -1.1% | -15.5% | -16.5% |
| 3M | -14.3% | +41.0% | -55.3% | -18.3% |
| 6M | +11.6% | +105.7% | -94.1% | +0.3% |
| YTD | +42.6% | +155.3% | -112.7% | +22.4% |
| 1Y | +81.8% | +402.7% | -320.9% | +38.9% |
| All | +612.8% | +536.1% | +76.8% | +494.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling