+470.7%
CF vs RVTY
+216.9%
+253.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +5.4% | +4.1% | +1.3% | +4.4% |
| 30D | +6.5% | +1.3% | +5.2% | +5.8% |
| 3M | +4.6% | +33.3% | -28.6% | -2.8% |
| 6M | -3.3% | +58.3% | -61.6% | -14.2% |
| YTD | +63.9% | +62.7% | +1.2% | +42.3% |
| 1Y | +50.4% | +67.2% | -16.8% | +29.3% |
| 3Y | +68.2% | +87.3% | -19.1% | +34.3% |
| 5Y | +113.8% | -13.4% | +127.3% | +114.9% |
| All | +470.7% | +216.9% | +253.8% | +197.1% |
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 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