+11.8%
CG vs RVTY
-30.5%
+42.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -4.3% | +1.1% | -5.4% | -4.9% |
| 30D | -5.1% | +13.2% | -18.3% | -11.2% |
| 3M | +8.7% | +27.2% | -18.6% | -5.2% |
| 6M | -9.2% | +32.4% | -41.6% | -23.0% |
| YTD | -18.9% | +34.9% | -53.7% | -32.2% |
| 1Y | -25.6% | +52.4% | -78.0% | -42.4% |
| 3Y | +57.3% | +12.3% | +45.0% | +39.8% |
| All | +11.8% | -30.5% | +42.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling