+76.3%
CL vs RVTY
+217.6%
-141.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.0% |
| 7D | +0.5% | +6.0% | -5.5% | -0.3% |
| 30D | +11.6% | +4.3% | +7.3% | +10.8% |
| 3M | +5.6% | +40.2% | -34.6% | +0.7% |
| 6M | +13.2% | +59.3% | -46.1% | +5.7% |
| YTD | +26.9% | +66.5% | -39.6% | +17.2% |
| 1Y | +27.3% | +77.5% | -50.1% | +16.4% |
| 3Y | +39.7% | +92.5% | -52.8% | +23.5% |
| 5Y | +41.3% | -6.8% | +48.1% | +39.8% |
| 10Y | +76.3% | +225.4% | -149.1% | +33.3% |
| All | +76.3% | +217.6% | -141.4% | +33.3% |
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