+362.4%
CFG vs RVTY
+209.6%
+152.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | -3.8% | +13.2% | -17.0% | -9.2% |
| 3M | +11.5% | +27.2% | -15.8% | -0.7% |
| 6M | +19.2% | +32.4% | -13.2% | +3.4% |
| YTD | +23.7% | +34.9% | -11.2% | +5.8% |
| 1Y | +38.8% | +52.4% | -13.5% | +11.5% |
| 3Y | +178.9% | +12.3% | +166.6% | +148.9% |
| 5Y | +101.8% | -30.8% | +132.6% | +119.4% |
| 10Y | +317.3% | +150.7% | +166.6% | +97.7% |
| All | +362.4% | +209.6% | +152.8% | +96.9% |
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