+316.4%
CFG vs RVTY
+268.9%
+47.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -2.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | +1.1% | +1.0% | 0.0% | +0.2% |
| 3M | -12.0% | +35.8% | -47.8% | -24.1% |
| 6M | -2.2% | +56.7% | -58.9% | -21.5% |
| YTD | +11.4% | +60.7% | -49.3% | -12.7% |
| 1Y | +27.8% | +73.7% | -45.9% | -3.5% |
| 3Y | +173.3% | +82.8% | +90.5% | +94.8% |
| 5Y | +62.4% | -7.0% | +69.5% | +52.2% |
| 10Y | +249.6% | +212.3% | +37.3% | +48.3% |
| All | +316.4% | +268.9% | +47.5% | +62.5% |
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