+21.0%
RVMD vs CP
+11.7%
+9.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.3% |
| 7D | -0.7% | +0.9% | -1.6% | -0.6% |
| 30D | -6.4% | +10.3% | -16.8% | -4.5% |
| 3M | -14.1% | +2.3% | -16.4% | -13.8% |
| 6M | +21.0% | +10.7% | +10.3% | +23.5% |
| All | +21.0% | +11.7% | +9.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 6mo: compounded portfolio wealth divided by compounded CP 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…
6mo analysis · Full analysis span regression · 6 months rolling