+112.0%
CF vs RVTY
-7.4%
+119.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.5% |
| 7D | -3.2% | -1.2% | -2.0% | -3.1% |
| 30D | +4.3% | +1.0% | +3.3% | +4.1% |
| 3M | +2.8% | +35.8% | -33.0% | +0.5% |
| 6M | +0.6% | +56.7% | -56.1% | -2.7% |
| YTD | +56.6% | +60.7% | -4.1% | +50.9% |
| 1Y | +49.6% | +73.7% | -24.1% | +42.4% |
| 3Y | +61.5% | +82.8% | -21.3% | +52.5% |
| All | +112.0% | -7.4% | +119.5% | +104.7% |
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 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