+626.7%
RVMD vs CP
+77.3%
+549.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.0% | -2.7% | +3.7% | +2.2% |
| 30D | +6.4% | +0.2% | +6.3% | +6.1% |
| 3M | +34.9% | +2.6% | +32.3% | +32.6% |
| 6M | +107.6% | +6.0% | +101.6% | +99.8% |
| YTD | +163.7% | +24.9% | +138.7% | +132.4% |
| 1Y | +439.2% | +20.1% | +419.1% | +384.3% |
| 3Y | +499.2% | +16.4% | +482.8% | +439.0% |
| 5Y | +621.7% | +31.7% | +590.0% | +498.5% |
| All | +626.7% | +77.3% | +549.4% | +352.5% |
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 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