+579.8%
RVMD vs CRL
-37.6%
+617.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -0.7% | -4.6% | +3.9% | +1.1% |
| 30D | +0.3% | +0.5% | -0.1% | 0.0% |
| 3M | +38.9% | +46.6% | -7.7% | +17.9% |
| 6M | +108.1% | +57.3% | +50.8% | +69.9% |
| YTD | +160.7% | +39.5% | +121.2% | +121.6% |
| 1Y | +407.3% | +76.9% | +330.4% | +285.6% |
| 3Y | +546.6% | +39.4% | +507.2% | +414.1% |
| 5Y | +579.8% | -37.2% | +617.0% | +607.8% |
| All | +579.8% | -37.6% | +617.4% | +607.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling