+525.3%
RVMD vs CP
+81.9%
+443.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -9.5% | -0.7% | -8.8% | -9.2% |
| 30D | -6.8% | +9.6% | -16.5% | -10.9% |
| 3M | -12.1% | +2.2% | -14.3% | -13.3% |
| 6M | +25.4% | +11.1% | +14.3% | +18.1% |
| YTD | +126.9% | +28.2% | +98.7% | +97.2% |
| 1Y | +182.0% | +32.2% | +149.8% | +141.2% |
| 3Y | +816.8% | +35.5% | +781.3% | +660.4% |
| 5Y | +464.0% | +26.8% | +437.2% | +377.4% |
| All | +525.3% | +81.9% | +443.3% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling