+588.9%
RVMD vs CPAY
+55.3%
+533.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -2.0% | -1.0% | -2.0% |
| 30D | -0.7% | -0.4% | -0.4% | -0.9% |
| 3M | +36.5% | +16.4% | +20.2% | +24.5% |
| 6M | +104.6% | +23.5% | +81.1% | +79.3% |
| YTD | +155.8% | +35.7% | +120.2% | +108.4% |
| 1Y | +340.7% | +30.2% | +310.5% | +265.2% |
| 3Y | +519.9% | +49.7% | +470.2% | +342.7% |
| All | +588.9% | +55.3% | +533.6% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling