+411.5%
CAH vs RVTY
+211.6%
+200.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.3% |
| 7D | +3.5% | -0.5% | +3.9% | +3.5% |
| 30D | +13.5% | +1.5% | +11.9% | +12.9% |
| 3M | +21.8% | +31.5% | -9.6% | +15.6% |
| 6M | +51.5% | +62.7% | -11.1% | +38.0% |
| YTD | +38.1% | +60.0% | -21.9% | +25.0% |
| 1Y | +37.7% | +65.7% | -28.0% | +23.7% |
| 3Y | +179.6% | +85.2% | +94.4% | +134.6% |
| 5Y | +504.9% | -14.9% | +519.8% | +516.5% |
| All | +411.5% | +211.6% | +200.0% | +192.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling