-9.6%
CAG vs RVTY
+66.4%
-76.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -3.3% | -0.5% | -2.9% | -3.3% |
| 30D | +7.7% | +1.5% | +6.1% | +7.2% |
| 3M | -3.2% | +31.5% | -34.6% | -5.8% |
| 6M | +7.0% | +62.7% | -55.7% | +2.2% |
| YTD | -9.0% | +60.0% | -68.9% | -14.8% |
| 1Y | -9.6% | +65.7% | -75.3% | -16.3% |
| All | -9.6% | +66.4% | -76.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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