+15,232.8%
CAH vs RVTY
+2,416.7%
+12,816.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +5.4% | +1.1% | +4.3% | +5.2% |
| 30D | +3.3% | +13.2% | -9.9% | +0.9% |
| 3M | +22.8% | +27.2% | -4.5% | +17.2% |
| 6M | +11.3% | +32.4% | -21.1% | +4.8% |
| YTD | +21.1% | +34.9% | -13.7% | +13.3% |
| 1Y | +67.2% | +52.4% | +14.9% | +52.3% |
| 3Y | +195.6% | +12.3% | +183.3% | +178.1% |
| 5Y | +413.8% | -30.8% | +444.7% | +422.0% |
| 10Y | +309.6% | +150.7% | +158.9% | +218.3% |
| All | +15,232.8% | +2,416.7% | +12,816.1% | +7,503.2% |
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