+146.9%
CVE vs RMD
+346.1%
-199.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -12.0% | +1.9% | -13.9% | -12.7% |
| 3M | -3.8% | +6.3% | -10.1% | -5.7% |
| 6M | -2.7% | +18.2% | -21.0% | -7.8% |
| YTD | +73.6% | +0.3% | +73.3% | +70.9% |
| 1Y | +62.0% | -4.3% | +66.3% | +61.4% |
| 3Y | +72.7% | +71.3% | +1.5% | +41.3% |
| 5Y | +153.9% | -1.8% | +155.7% | +139.8% |
| All | +146.9% | +346.1% | -199.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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