+84.9%
CL vs RVTY
+212.9%
-128.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.6% | -2.7% | +5.3% | +2.9% |
| 30D | +11.8% | +3.2% | +8.5% | +11.1% |
| 3M | +5.9% | +37.2% | -31.3% | +1.3% |
| 6M | +13.3% | +57.7% | -44.4% | +6.0% |
| YTD | +27.1% | +64.8% | -37.7% | +17.5% |
| 1Y | +28.0% | +72.8% | -44.8% | +17.4% |
| 3Y | +39.4% | +89.8% | -50.4% | +23.4% |
| 5Y | +40.8% | -8.4% | +49.2% | +39.7% |
| 10Y | +84.9% | +219.5% | -134.6% | +38.1% |
| All | +84.9% | +212.9% | -128.1% | +38.1% |
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