+158.7%
CI vs RVTY
+206.3%
-47.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.5% | -3.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +5.4% | +1.0% | +4.4% | +4.9% |
| 3M | +7.3% | +35.8% | -28.6% | -1.2% |
| 6M | +5.3% | +56.7% | -51.4% | -6.9% |
| YTD | +8.5% | +60.7% | -52.2% | -5.7% |
| 1Y | +17.1% | +73.7% | -56.6% | -0.6% |
| 3Y | +1.4% | +82.8% | -81.4% | -18.9% |
| 5Y | +50.5% | -7.0% | +57.5% | +46.3% |
| All | +158.7% | +206.3% | -47.6% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling