+5,294.5%
CF vs RVTY
+757.7%
+4,536.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.4% | +11.6% | +8.4% |
| 7D | +0.4% | -9.0% | +9.4% | +3.7% |
| 30D | +2.2% | -1.6% | +3.8% | +2.1% |
| 3M | +2.1% | +31.2% | -29.1% | -10.0% |
| 6M | -6.5% | +63.6% | -70.1% | -26.1% |
| YTD | +55.6% | +56.3% | -0.7% | +22.1% |
| 1Y | +42.3% | +63.3% | -21.0% | +9.1% |
| 3Y | +55.7% | +72.4% | -16.7% | +9.4% |
| 5Y | +122.4% | -9.6% | +132.0% | +99.2% |
| 10Y | +568.5% | +203.7% | +364.9% | +174.7% |
| All | +5,294.5% | +757.7% | +4,536.9% | +1,101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling