-18.9%
CG vs RVTY
+74.8%
-93.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +2.0% | -2.7% | +4.6% | +2.8% |
| 30D | +8.5% | +3.2% | +5.3% | +7.3% |
| 3M | -12.1% | +37.2% | -49.3% | -22.2% |
| 6M | -16.4% | +57.7% | -74.1% | -30.9% |
| YTD | -28.0% | +64.8% | -92.8% | -42.4% |
| 1Y | -18.9% | +72.8% | -91.7% | -35.5% |
| All | -18.9% | +74.8% | -93.7% | -35.5% |
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 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