+626.7%
RVMD vs CG
+73.2%
+553.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +1.0% | -4.3% | +5.3% | +3.2% |
| 30D | +6.4% | -5.1% | +11.5% | +8.7% |
| 3M | +34.9% | +8.7% | +26.2% | +27.4% |
| 6M | +107.6% | -9.2% | +116.8% | +115.5% |
| YTD | +163.7% | -18.9% | +182.5% | +184.8% |
| 1Y | +439.2% | -25.6% | +464.8% | +505.3% |
| 3Y | +499.2% | +57.3% | +441.9% | +306.3% |
| 5Y | +621.7% | +10.2% | +611.6% | +483.0% |
| All | +626.7% | +73.2% | +553.5% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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