+601.8%
CAG vs RVTY
+2,416.7%
-1,814.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.8% | +1.1% | -4.9% | -3.9% |
| 30D | +3.1% | +13.2% | -10.1% | +1.7% |
| 3M | +23.5% | +27.2% | -3.8% | +20.1% |
| 6M | -14.8% | +32.4% | -47.2% | -17.7% |
| YTD | -5.4% | +34.9% | -40.3% | -8.9% |
| 1Y | -11.8% | +52.4% | -64.2% | -16.3% |
| 3Y | -36.7% | +12.3% | -48.9% | -38.5% |
| 5Y | -40.3% | -30.8% | -9.4% | -39.6% |
| 10Y | -37.0% | +150.7% | -187.7% | -44.9% |
| All | +601.8% | +2,416.7% | -1,814.9% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling