+626.7%
RVMD vs CPB
-43.4%
+670.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | +1.0% | -8.6% | +9.6% | +1.1% |
| 30D | +6.4% | -7.2% | +13.7% | +6.5% |
| 3M | +34.9% | +0.9% | +34.0% | +34.7% |
| 6M | +107.6% | -11.8% | +119.4% | +108.5% |
| YTD | +163.7% | -19.4% | +183.1% | +165.7% |
| 1Y | +439.2% | -30.4% | +469.6% | +448.8% |
| 3Y | +499.2% | -40.2% | +539.4% | +510.4% |
| 5Y | +621.7% | -39.5% | +661.2% | +629.6% |
| All | +626.7% | -43.4% | +670.1% | +612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling