+146.4%
CI vs RVTY
+219.4%
-73.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +6.4% | +1.7% | +4.6% | +5.7% |
| 3M | +10.7% | +36.8% | -26.1% | +1.7% |
| 6M | +5.5% | +60.1% | -54.6% | -7.3% |
| YTD | +11.4% | +64.0% | -52.6% | -3.7% |
| 1Y | +15.0% | +68.2% | -53.2% | -1.4% |
| 3Y | +9.0% | +88.8% | -79.8% | -13.7% |
| 5Y | +52.0% | -10.5% | +62.5% | +51.1% |
| All | +146.4% | +219.4% | -73.0% | +24.3% |
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