+274.8%
CG vs RVTY
+211.6%
+63.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.9% |
| 7D | +0.2% | -0.5% | +0.6% | +0.5% |
| 30D | +11.2% | +1.5% | +9.6% | +9.9% |
| 3M | -22.1% | +31.5% | -53.5% | -33.5% |
| 6M | -17.9% | +62.7% | -80.6% | -38.3% |
| YTD | -31.3% | +60.0% | -91.3% | -48.3% |
| 1Y | -24.0% | +65.7% | -89.7% | -44.0% |
| 3Y | +45.0% | +85.2% | -40.2% | -3.3% |
| 5Y | -22.6% | -14.9% | -7.8% | -22.1% |
| All | +274.8% | +211.6% | +63.3% | +100.4% |
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