+419.2%
RVMD vs CAI
-8.1%
+427.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +1.1% | +9.1% | -8.1% | -0.5% |
| 3M | +39.6% | +53.8% | -14.2% | +29.5% |
| 6M | +110.7% | +33.5% | +77.2% | +98.0% |
| YTD | +160.3% | -8.0% | +168.3% | +154.2% |
| 1Y | +404.9% | -28.7% | +433.6% | +407.3% |
| All | +419.2% | -8.1% | +427.3% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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