+579.8%
RVMD vs CPB
-38.1%
+617.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -0.7% | -8.0% | +7.2% | -1.0% |
| 30D | +0.3% | -2.4% | +2.8% | +0.3% |
| 3M | +38.9% | +0.5% | +38.3% | +38.9% |
| 6M | +108.1% | -10.5% | +118.6% | +108.8% |
| YTD | +160.7% | -17.5% | +178.3% | +161.8% |
| 1Y | +407.3% | -31.0% | +438.3% | +414.0% |
| 3Y | +546.6% | -40.6% | +587.2% | +546.2% |
| 5Y | +579.8% | -37.7% | +617.5% | +599.0% |
| All | +579.8% | -38.1% | +617.9% | +599.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling