+42.5%
CI vs RVTY
-30.5%
+73.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | +4.4% | +13.2% | -8.8% | +2.9% |
| 3M | +0.7% | +27.2% | -26.6% | -2.3% |
| 6M | +0.3% | +32.4% | -32.1% | -3.3% |
| YTD | +3.8% | +34.9% | -31.1% | -0.4% |
| 1Y | -5.5% | +52.4% | -57.9% | -10.7% |
| 3Y | +8.1% | +12.3% | -4.2% | +5.2% |
| All | +42.5% | -30.5% | +73.1% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling