+463.0%
CF vs RVTY
+219.4%
+243.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | +10.4% | -0.7% | +11.1% | +10.4% |
| 30D | +7.6% | +1.7% | +5.8% | +6.7% |
| 3M | +5.2% | +36.8% | -31.6% | -2.9% |
| 6M | -0.1% | +60.1% | -60.2% | -11.5% |
| YTD | +61.7% | +64.0% | -2.3% | +40.1% |
| 1Y | +50.3% | +68.2% | -17.9% | +29.0% |
| 3Y | +66.0% | +88.8% | -22.8% | +32.3% |
| 5Y | +114.5% | -10.5% | +125.1% | +112.5% |
| All | +463.0% | +219.4% | +243.6% | +192.7% |
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