+219.7%
CFG vs RVTY
+212.9%
+6.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +0.7% | -2.7% | +3.4% | +1.7% |
| 30D | +2.8% | +3.2% | -0.5% | +1.0% |
| 3M | -10.1% | +37.2% | -47.3% | -22.4% |
| 6M | +3.2% | +57.7% | -54.5% | -16.7% |
| YTD | +14.2% | +64.8% | -50.7% | -10.7% |
| 1Y | +27.4% | +72.8% | -45.4% | -2.6% |
| 3Y | +187.6% | +89.8% | +97.8% | +104.0% |
| 5Y | +65.7% | -8.4% | +74.1% | +57.3% |
| 10Y | +219.7% | +219.5% | +0.2% | +51.7% |
| All | +219.7% | +212.9% | +6.8% | +51.7% |
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 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