+122.4%
CF vs RVTY
-10.3%
+132.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.4% | +11.6% | +6.5% |
| 7D | +0.4% | -9.0% | +9.4% | +0.9% |
| 30D | +2.2% | -1.6% | +3.8% | +2.2% |
| 3M | +2.1% | +31.2% | -29.1% | 0.0% |
| 6M | -6.5% | +63.6% | -70.1% | -10.2% |
| YTD | +55.6% | +56.3% | -0.7% | +49.9% |
| 1Y | +42.3% | +63.3% | -21.0% | +36.1% |
| 3Y | +55.7% | +72.4% | -16.7% | +47.4% |
| 5Y | +122.4% | -9.6% | +132.0% | +115.1% |
| All | +122.4% | -10.3% | +132.7% | +115.1% |
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