+101.0%
CB vs RVTY
-30.5%
+131.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.5% | +1.1% | -0.6% | +0.4% |
| 30D | -3.1% | +13.2% | -16.3% | -4.0% |
| 3M | +9.0% | +27.2% | -18.3% | +6.9% |
| 6M | +2.9% | +32.4% | -29.6% | +0.4% |
| YTD | +10.1% | +34.9% | -24.8% | +7.0% |
| 1Y | +22.8% | +52.4% | -29.6% | +17.5% |
| 3Y | +73.8% | +12.3% | +61.5% | +71.1% |
| All | +101.0% | -30.5% | +131.6% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling