+525.3%
RVMD vs CDW
+39.7%
+485.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -7.3% |
| 7D | -9.5% | +2.6% | -12.1% | -10.4% |
| 30D | -6.8% | +20.4% | -27.2% | -14.0% |
| 3M | -12.1% | +28.5% | -40.6% | -21.8% |
| 6M | +25.4% | +70.6% | -45.2% | -3.7% |
| YTD | +126.9% | +29.1% | +97.8% | +92.4% |
| 1Y | +182.0% | +23.8% | +158.2% | +143.7% |
| 3Y | +816.8% | -14.5% | +831.3% | +811.7% |
| 5Y | +464.0% | -1.6% | +465.6% | +408.1% |
| All | +525.3% | +39.7% | +485.5% | +355.2% |
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