+216.8%
CB vs RVTY
+140.1%
+76.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -3.9% | +10.8% | -14.7% | -5.6% |
| 3M | +4.9% | +26.8% | -21.9% | +0.5% |
| 6M | +3.3% | +39.3% | -36.1% | -3.2% |
| YTD | +8.5% | +31.6% | -23.1% | +2.3% |
| 1Y | +22.1% | +47.7% | -25.6% | +12.1% |
| 3Y | +70.1% | +19.9% | +50.2% | +58.5% |
| 5Y | +97.4% | -32.3% | +129.7% | +109.3% |
| 10Y | +216.8% | +138.4% | +78.4% | +113.0% |
| All | +216.8% | +140.1% | +76.8% | +113.0% |
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