+268.2%
RMD vs CP
+219.6%
+48.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -4.5% | +2.4% | -6.9% | -5.5% |
| 30D | +4.6% | -0.5% | +5.1% | +4.8% |
| 3M | +14.8% | +1.4% | +13.4% | +13.9% |
| 6M | -12.1% | +10.3% | -22.4% | -16.0% |
| YTD | -7.5% | +24.3% | -31.8% | -16.4% |
| 1Y | -20.1% | +20.4% | -40.5% | -26.9% |
| 3Y | +53.9% | +21.8% | +32.1% | +36.9% |
| 5Y | -22.2% | +31.5% | -53.7% | -34.4% |
| 10Y | +268.2% | +223.2% | +45.0% | +102.7% |
| All | +268.2% | +219.6% | +48.6% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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