+41,132.7%
RMD vs CP
+8,521.4%
+32,611.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.0% | -2.7% | -2.3% | -4.2% |
| 30D | +2.2% | +0.2% | +2.1% | +2.1% |
| 3M | +17.8% | +2.6% | +15.3% | +16.8% |
| 6M | -11.3% | +6.0% | -17.3% | -13.1% |
| YTD | -4.4% | +24.9% | -29.4% | -11.1% |
| 1Y | -15.7% | +20.1% | -35.8% | -20.7% |
| 3Y | +47.7% | +16.4% | +31.4% | +38.8% |
| 5Y | -19.2% | +31.7% | -51.0% | -27.5% |
| 10Y | +280.4% | +223.9% | +56.5% | +160.1% |
| All | +41,132.7% | +8,521.4% | +32,611.3% | +14,748.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling