+280.5%
CG vs RVTY
+486.3%
-205.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.1% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | +5.0% | +1.0% | +4.0% | +4.0% |
| 3M | -18.2% | +35.8% | -54.0% | -31.1% |
| 6M | -20.7% | +56.7% | -77.4% | -38.7% |
| YTD | -31.4% | +60.7% | -92.1% | -48.1% |
| 1Y | -22.3% | +73.7% | -95.9% | -43.7% |
| 3Y | +50.2% | +82.8% | -32.6% | +2.5% |
| 5Y | -22.1% | -7.0% | -15.0% | -25.5% |
| 10Y | +295.5% | +212.3% | +83.2% | +96.3% |
| All | +280.5% | +486.3% | -205.8% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling