+319.1%
CFG vs RVTY
+149.2%
+169.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | -3.8% | +13.2% | -17.0% | -9.1% |
| 3M | +11.5% | +27.2% | -15.8% | -0.3% |
| 6M | +19.2% | +32.4% | -13.2% | +3.8% |
| YTD | +23.7% | +34.9% | -11.2% | +6.3% |
| 1Y | +38.8% | +52.4% | -13.5% | +12.2% |
| 3Y | +178.9% | +12.3% | +166.6% | +149.9% |
| 5Y | +101.8% | -30.8% | +132.6% | +118.9% |
| All | +319.1% | +149.2% | +169.9% | +110.4% |
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 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