+819.6%
RVMD vs CDW
-14.3%
+833.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.8% |
| 7D | -9.5% | +2.6% | -12.1% | -9.9% |
| 30D | -6.8% | +20.4% | -27.2% | -10.0% |
| 3M | -12.1% | +28.5% | -40.6% | -16.5% |
| 6M | +25.4% | +70.6% | -45.2% | +10.5% |
| YTD | +126.9% | +29.1% | +97.8% | +110.3% |
| 1Y | +182.0% | +23.8% | +158.2% | +164.2% |
| All | +819.6% | -14.3% | +833.9% | +733.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling