+626.7%
RVMD vs CDW
+23.0%
+603.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +1.0% | +3.2% | -2.1% | -0.3% |
| 30D | +6.4% | +9.3% | -2.8% | +2.0% |
| 3M | +34.9% | +9.8% | +25.1% | +27.6% |
| 6M | +107.6% | +23.3% | +84.2% | +82.2% |
| YTD | +163.7% | +13.7% | +150.0% | +137.8% |
| 1Y | +439.2% | -6.5% | +445.7% | +430.0% |
| 3Y | +499.2% | -25.2% | +524.4% | +535.5% |
| 5Y | +621.7% | -19.5% | +641.2% | +616.1% |
| All | +626.7% | +23.0% | +603.7% | +462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling