+496.2%
RVMD vs CPB
-38.9%
+535.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.3% |
| 7D | -10.4% | -1.6% | -8.8% | -10.4% |
| 30D | -11.0% | +19.2% | -30.2% | -10.9% |
| 3M | -14.7% | -0.9% | -13.8% | -14.6% |
| 6M | +14.9% | +15.2% | -0.3% | +14.7% |
| YTD | +116.3% | -13.1% | +129.4% | +118.2% |
| 1Y | +167.6% | -22.4% | +190.0% | +172.0% |
| 3Y | +776.8% | -35.3% | +812.1% | +795.9% |
| 5Y | +424.8% | -33.0% | +457.8% | +430.0% |
| All | +496.2% | -38.9% | +535.1% | +484.8% |
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