-4.4%
RMD vs CP
+25.5%
-29.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +2.1% | +2.1% | -0.1% | +1.2% |
| 30D | +2.1% | +9.3% | -7.2% | -1.3% |
| 3M | +6.2% | +0.5% | +5.8% | +6.0% |
| 6M | +19.4% | +10.4% | +9.0% | +14.7% |
| YTD | +0.5% | +28.7% | -28.2% | -9.4% |
| 1Y | -3.9% | +33.2% | -37.1% | -14.6% |
| 3Y | +72.5% | +38.4% | +34.1% | +46.3% |
| All | -4.4% | +25.5% | -29.9% | -16.9% |
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