+28.0%
CB vs RVTY
+66.4%
-38.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.0% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +7.3% | +1.5% | +5.8% | +7.5% |
| 3M | +9.4% | +31.5% | -22.1% | +11.3% |
| 6M | +19.6% | +62.7% | -43.0% | +23.3% |
| YTD | +21.5% | +60.0% | -38.5% | +24.2% |
| 1Y | +28.0% | +65.7% | -37.7% | +31.1% |
| All | +28.0% | +66.4% | -38.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling