+220.7%
CF vs RVTY
-30.5%
+251.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +6.0% | +1.1% | +4.9% | +5.9% |
| 30D | +14.8% | +13.2% | +1.6% | +13.8% |
| 3M | +14.1% | +27.2% | -13.2% | +12.0% |
| 6M | +28.5% | +32.4% | -3.9% | +25.9% |
| YTD | +74.9% | +34.9% | +40.1% | +70.7% |
| 1Y | +61.7% | +52.4% | +9.3% | +54.6% |
| 3Y | +80.3% | +12.3% | +68.0% | +77.8% |
| All | +220.7% | -30.5% | +251.3% | +224.4% |
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