+1,066.8%
CRS vs RVMD
+634.9%
+431.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | -19.6% | +1.1% | -20.7% | -19.8% |
| 3M | -8.1% | +39.6% | -47.7% | -14.1% |
| 6M | +18.6% | +110.7% | -92.1% | +0.4% |
| YTD | +45.9% | +160.3% | -114.4% | +16.3% |
| 1Y | +82.5% | +404.9% | -322.4% | +25.5% |
| 3Y | +648.9% | +545.5% | +103.4% | +364.4% |
| 5Y | +1,438.1% | +584.7% | +853.5% | +768.8% |
| All | +1,066.8% | +634.9% | +431.8% | +464.8% |
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 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