+341.4%
CG vs RVTY
+140.1%
+201.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -3.2% | +10.8% | -14.0% | -8.5% |
| 3M | +6.2% | +26.8% | -20.6% | -7.4% |
| 6M | -4.7% | +39.3% | -44.0% | -21.7% |
| YTD | -20.6% | +31.6% | -52.2% | -33.0% |
| 1Y | -26.4% | +47.7% | -74.1% | -42.2% |
| 3Y | +55.4% | +19.9% | +35.5% | +31.7% |
| 5Y | +9.8% | -32.3% | +42.2% | +26.2% |
| 10Y | +341.4% | +138.4% | +202.9% | +159.3% |
| All | +341.4% | +140.1% | +201.3% | +159.3% |
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