-26.4%
CG vs RVTY
+48.7%
-75.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -3.2% | +10.8% | -14.0% | -6.8% |
| 3M | +6.2% | +26.8% | -20.6% | -3.6% |
| 6M | -4.7% | +39.3% | -44.0% | -17.7% |
| YTD | -20.6% | +31.6% | -52.2% | -29.6% |
| 1Y | -26.4% | +47.7% | -74.1% | -36.0% |
| All | -26.4% | +48.7% | -75.0% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling