+545.5%
RVMD vs CDW
-29.2%
+574.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.3% |
| 7D | -1.2% | -3.9% | +2.7% | -0.5% |
| 30D | +1.1% | +6.9% | -5.8% | -0.5% |
| 3M | +39.6% | +7.7% | +31.9% | +36.3% |
| 6M | +110.7% | +18.3% | +92.4% | +98.8% |
| YTD | +160.3% | +7.8% | +152.5% | +149.8% |
| 1Y | +404.9% | -12.2% | +417.1% | +412.3% |
| 3Y | +545.5% | -28.9% | +574.4% | +479.9% |
| All | +545.5% | -29.2% | +574.7% | +479.9% |
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