-6.8%
CI vs RVTY
+48.7%
-55.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | -2.4% | +10.8% | -13.2% | -3.5% |
| 3M | -4.8% | +26.8% | -31.5% | -7.4% |
| 6M | +2.1% | +39.3% | -37.2% | -2.4% |
| YTD | +1.4% | +31.6% | -30.3% | -3.8% |
| 1Y | -6.8% | +47.7% | -54.5% | -14.4% |
| All | -6.8% | +48.7% | -55.4% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling