+197.3%
CTVA vs RVMD
+622.3%
-425.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -3.0% | -1.5% | -4.2% |
| 30D | +11.3% | -0.7% | +12.0% | +11.3% |
| 3M | +12.3% | +36.5% | -24.2% | +8.9% |
| 6M | +7.2% | +104.6% | -97.4% | -1.1% |
| YTD | +26.0% | +155.8% | -129.8% | +12.7% |
| 1Y | +16.0% | +340.7% | -324.7% | -2.6% |
| 3Y | +73.9% | +519.9% | -446.0% | +36.3% |
| 5Y | +103.8% | +584.9% | -481.2% | +51.4% |
| All | +197.3% | +622.3% | -425.0% | +94.9% |
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