+162.3%
CVE vs RMD
+279.4%
-117.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.5% | -5.0% | +7.5% | +3.7% |
| 30D | +16.7% | +2.2% | +14.5% | +15.9% |
| 3M | +9.3% | +17.8% | -8.6% | +4.0% |
| 6M | +43.6% | -11.3% | +54.9% | +46.7% |
| YTD | +93.6% | -4.4% | +98.0% | +93.6% |
| 1Y | +98.8% | -15.7% | +114.5% | +105.3% |
| 3Y | +73.6% | +47.7% | +25.9% | +48.1% |
| 5Y | +312.5% | -19.2% | +331.7% | +314.6% |
| All | +162.3% | +279.4% | -117.1% | +88.4% |
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