+251.7%
CB vs RVTY
+211.6%
+40.1%
-42.6%
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 | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +7.3% | +1.5% | +5.8% | +6.8% |
| 3M | +9.4% | +31.5% | -22.1% | +4.1% |
| 6M | +19.6% | +62.7% | -43.0% | +9.4% |
| YTD | +21.5% | +60.0% | -38.5% | +10.5% |
| 1Y | +28.0% | +65.7% | -37.7% | +15.5% |
| 3Y | +74.9% | +85.2% | -10.3% | +49.1% |
| 5Y | +108.1% | -14.9% | +123.0% | +111.2% |
| All | +251.7% | +211.6% | +40.1% | +124.3% |
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 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