+167.9%
RVMD vs CDW
+22.8%
+145.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -0.7% | +9.1% | -9.8% | -1.6% |
| 30D | -6.4% | +13.7% | -20.1% | -7.4% |
| 3M | -14.1% | +27.0% | -41.1% | -15.7% |
| 6M | +21.0% | +75.9% | -54.9% | +13.6% |
| YTD | +121.4% | +28.9% | +92.5% | +104.1% |
| 1Y | +167.9% | +19.6% | +148.3% | +147.9% |
| All | +167.9% | +22.8% | +145.0% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling