+603.6%
RVMD vs CPAY
+29.8%
+573.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -3.6% | -2.7% | -0.9% | -2.3% |
| 30D | -1.1% | +0.6% | -1.6% | -1.7% |
| 3M | +41.0% | +17.0% | +24.0% | +28.9% |
| 6M | +105.7% | +24.1% | +81.6% | +81.2% |
| YTD | +155.3% | +35.7% | +119.6% | +111.1% |
| 1Y | +402.7% | +34.0% | +368.7% | +316.2% |
| 3Y | +533.1% | +50.3% | +482.8% | +375.4% |
| 5Y | +583.5% | +56.7% | +526.9% | +391.5% |
| All | +603.6% | +29.8% | +573.8% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling