+584.7%
RVMD vs CDW
-22.8%
+607.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +0.6% |
| 7D | -1.2% | -3.9% | +2.7% | +0.2% |
| 30D | +1.1% | +6.9% | -5.8% | -1.9% |
| 3M | +39.6% | +7.7% | +31.9% | +33.5% |
| 6M | +110.7% | +18.3% | +92.4% | +89.5% |
| YTD | +160.3% | +7.8% | +152.5% | +141.6% |
| 1Y | +404.9% | -12.2% | +417.1% | +414.0% |
| 3Y | +545.5% | -28.9% | +574.4% | +596.9% |
| 5Y | +584.7% | -22.8% | +607.5% | +551.0% |
| All | +584.7% | -22.8% | +607.5% | +551.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling