+603.6%
RVMD vs CRL
+60.5%
+543.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.2% |
| 7D | -3.6% | -6.9% | +3.4% | -0.5% |
| 30D | -1.1% | -3.2% | +2.1% | +0.2% |
| 3M | +41.0% | +46.5% | -5.5% | +18.0% |
| 6M | +105.7% | +63.1% | +42.6% | +62.1% |
| YTD | +155.3% | +36.9% | +118.4% | +115.3% |
| 1Y | +402.7% | +78.1% | +324.6% | +271.2% |
| 3Y | +533.1% | +36.7% | +496.4% | +395.4% |
| 5Y | +583.5% | -38.1% | +621.6% | +684.4% |
| All | +603.6% | +60.5% | +543.2% | +333.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling