+241.0%
RVMD vs CRL
+85.3%
+155.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.3% | +10.1% | +4.6% |
| 7D | +5.8% | -12.8% | +18.6% | +9.4% |
| 30D | -3.8% | +5.0% | -8.8% | -5.6% |
| 3M | +3.2% | +39.4% | -36.1% | -6.1% |
| 6M | +35.0% | +89.4% | -54.3% | +13.0% |
| YTD | +150.7% | +63.6% | +87.2% | +118.6% |
| 1Y | +241.0% | +83.5% | +157.5% | +187.8% |
| All | +241.0% | +85.3% | +155.6% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling