+309.7%
CVE vs RVMD
+644.5%
-334.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.5% | +1.0% | +1.5% | +2.3% |
| 30D | +16.7% | +6.4% | +10.3% | +15.5% |
| 3M | +9.3% | +34.9% | -25.6% | +3.9% |
| 6M | +43.6% | +107.6% | -64.0% | +24.9% |
| YTD | +93.6% | +163.7% | -70.1% | +59.2% |
| 1Y | +98.8% | +439.2% | -340.4% | +42.2% |
| 3Y | +73.6% | +499.2% | -425.6% | +15.7% |
| 5Y | +312.5% | +621.7% | -309.2% | +140.3% |
| All | +309.7% | +644.5% | -334.8% | +76.2% |
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