-5.4%
RMD vs CP
+32.8%
-38.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.1% | +2.8% | +0.3% | +2.2% |
| 30D | +1.8% | +11.0% | -9.3% | -1.5% |
| 3M | +6.7% | +3.8% | +2.8% | +5.5% |
| 6M | +13.9% | +9.5% | +4.4% | +10.6% |
| YTD | -2.0% | +28.2% | -30.2% | -10.0% |
| 1Y | -5.4% | +33.0% | -38.4% | -14.7% |
| All | -5.4% | +32.8% | -38.2% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling