+246.7%
CB vs RVTY
+212.9%
+33.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +0.7% | -2.7% | +3.4% | +1.1% |
| 30D | +8.2% | +3.2% | +4.9% | +7.4% |
| 3M | +6.3% | +37.2% | -30.9% | +0.5% |
| 6M | +16.2% | +57.7% | -41.5% | +6.9% |
| YTD | +19.3% | +64.8% | -45.5% | +8.1% |
| 1Y | +29.2% | +72.8% | -43.6% | +15.8% |
| 3Y | +71.4% | +89.8% | -18.3% | +45.7% |
| 5Y | +104.2% | -8.4% | +112.7% | +103.5% |
| 10Y | +246.7% | +219.5% | +27.2% | +120.6% |
| All | +246.7% | +212.9% | +33.7% | +120.6% |
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