+140.4%
CI vs RVTY
+140.1%
+0.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -1.8% | +10.8% | -12.6% | -4.5% |
| 3M | -4.2% | +26.8% | -31.0% | -10.2% |
| 6M | +2.7% | +39.3% | -36.6% | -6.7% |
| YTD | +1.9% | +31.6% | -29.7% | -6.5% |
| 1Y | -6.3% | +47.7% | -53.9% | -16.9% |
| 3Y | +3.9% | +19.9% | -16.1% | -6.3% |
| 5Y | +41.9% | -32.3% | +74.2% | +53.6% |
| 10Y | +140.4% | +138.4% | +2.0% | +31.6% |
| All | +140.4% | +140.1% | +0.3% | +31.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling