+442.1%
RVMD vs CRL
-12.1%
+454.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -11.0% | +11.9% | -22.9% | -15.3% |
| 3M | -14.7% | +20.2% | -34.9% | -21.4% |
| 6M | +14.9% | +107.5% | -92.6% | -16.6% |
| YTD | +116.3% | +69.4% | +46.9% | +68.1% |
| 1Y | +167.6% | +99.7% | +67.9% | +93.1% |
| 3Y | +776.8% | +98.8% | +678.0% | +475.0% |
| All | +442.1% | -12.1% | +454.2% | +500.9% |
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 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