+204.4%
CTVA vs RVMD
+634.9%
-430.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +12.0% | +1.1% | +11.0% | +11.9% |
| 3M | +13.5% | +39.6% | -26.1% | +9.8% |
| 6M | +12.1% | +110.7% | -98.6% | +3.2% |
| YTD | +29.0% | +160.3% | -131.3% | +15.2% |
| 1Y | +18.9% | +404.9% | -386.1% | -1.8% |
| 3Y | +78.9% | +545.5% | -466.6% | +39.6% |
| 5Y | +105.2% | +584.7% | -479.4% | +52.6% |
| All | +204.4% | +634.9% | -430.5% | +99.2% |
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