-42.6%
CAG vs RVTY
-34.5%
-8.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.4% |
| 7D | -5.9% | -7.4% | +1.5% | -5.0% |
| 30D | -1.5% | +4.5% | -6.0% | -2.1% |
| 3M | +11.5% | +19.5% | -8.0% | +8.8% |
| 6M | -15.7% | +34.1% | -49.8% | -19.2% |
| YTD | -10.2% | +25.3% | -35.5% | -13.5% |
| 1Y | -18.1% | +47.0% | -65.1% | -22.9% |
| 3Y | -39.4% | +14.1% | -53.5% | -41.7% |
| 5Y | -42.6% | -34.6% | -8.0% | -43.5% |
| All | -42.6% | -34.5% | -8.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling