-19.3%
RMD vs CP
+32.0%
-51.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.0% | -2.7% | -2.3% | -4.0% |
| 30D | +2.2% | +0.2% | +2.1% | +2.1% |
| 3M | +17.8% | +2.6% | +15.3% | +16.6% |
| 6M | -11.3% | +6.0% | -17.3% | -13.5% |
| YTD | -4.4% | +24.9% | -29.4% | -12.6% |
| 1Y | -15.7% | +20.1% | -35.8% | -21.9% |
| 3Y | +47.7% | +16.4% | +31.4% | +35.9% |
| All | -19.3% | +32.0% | -51.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling