+135.5%
CVE vs RVMD
+469.5%
-334.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.2% | -8.8% | -1.2% |
| 7D | -16.1% | +0.5% | -16.6% | -16.2% |
| 30D | -10.4% | -4.3% | -6.1% | -10.2% |
| 3M | -2.4% | -2.8% | +0.4% | -2.4% |
| 6M | -4.4% | +27.3% | -31.7% | -6.5% |
| YTD | +64.9% | +141.4% | -76.5% | +51.4% |
| 1Y | +66.0% | +213.3% | -147.2% | +48.7% |
| 3Y | +57.7% | +792.7% | -735.0% | +28.2% |
| All | +135.5% | +469.5% | -334.0% | +107.6% |
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