+153.9%
CVE vs RVMD
+443.1%
-289.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | +4.6% | -0.7% | +5.4% | +4.6% |
| 30D | -12.0% | -6.4% | -5.6% | -11.7% |
| 3M | -3.8% | -14.1% | +10.3% | -3.0% |
| 6M | -2.7% | +21.0% | -23.8% | -4.5% |
| YTD | +73.6% | +121.4% | -47.8% | +60.3% |
| 1Y | +62.0% | +167.9% | -105.9% | +47.0% |
| 3Y | +72.7% | +794.7% | -722.0% | +40.6% |
| 5Y | +153.9% | +437.2% | -283.2% | +122.8% |
| All | +153.9% | +443.1% | -289.2% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling