+402.7%
RVMD vs CRL
+73.3%
+329.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -3.6% | -6.9% | +3.4% | -1.8% |
| 30D | -1.1% | -3.2% | +2.1% | -0.3% |
| 3M | +41.0% | +46.5% | -5.5% | +27.0% |
| 6M | +105.7% | +63.1% | +42.6% | +80.3% |
| YTD | +155.3% | +36.9% | +118.4% | +133.5% |
| 1Y | +402.7% | +78.1% | +324.6% | +320.1% |
| All | +402.7% | +73.3% | +329.4% | +320.1% |
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