+797.5%
RVMD vs CPB
-37.1%
+834.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.5% |
| 7D | -0.7% | -5.8% | +5.1% | -1.2% |
| 30D | -6.4% | +16.5% | -22.9% | -5.4% |
| 3M | -14.1% | -1.1% | -13.0% | -13.8% |
| 6M | +21.0% | +11.5% | +9.5% | +22.0% |
| YTD | +121.4% | -15.7% | +137.2% | +123.8% |
| 1Y | +167.9% | -24.7% | +192.6% | +173.1% |
| All | +797.5% | -37.1% | +834.5% | +813.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling