+603.6%
RVMD vs CPB
-44.5%
+648.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.1% |
| 7D | -3.6% | -5.4% | +1.8% | -3.5% |
| 30D | -1.1% | -7.8% | +6.8% | -1.0% |
| 3M | +41.0% | -6.9% | +48.0% | +41.0% |
| 6M | +105.7% | -12.2% | +117.9% | +106.6% |
| YTD | +155.3% | -21.1% | +176.4% | +157.3% |
| 1Y | +402.7% | -33.5% | +436.2% | +412.6% |
| 3Y | +533.1% | -43.2% | +576.3% | +545.0% |
| 5Y | +583.5% | -40.9% | +624.4% | +591.3% |
| All | +603.6% | -44.5% | +648.2% | +589.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling