+42,387.6%
RMD vs CP
+8,594.0%
+33,793.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | +2.3% | +2.8% | -0.4% | +1.5% |
| 30D | +4.1% | +10.2% | -6.1% | +1.1% |
| 3M | +5.7% | +2.4% | +3.4% | +4.8% |
| 6M | +12.9% | +7.7% | +5.2% | +10.2% |
| YTD | -1.5% | +26.0% | -27.5% | -8.6% |
| 1Y | -4.8% | +34.6% | -39.4% | -13.4% |
| 3Y | +57.5% | +26.7% | +30.8% | +44.1% |
| 5Y | -5.5% | +24.9% | -30.4% | -13.8% |
| 10Y | +357.8% | +258.6% | +99.2% | +204.5% |
| All | +42,387.6% | +8,594.0% | +33,793.6% | +15,151.2% |
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