+37.6%
CL vs RVTY
+78.0%
-40.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.3% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +11.4% | +1.0% | +10.3% | +11.2% |
| 3M | +4.4% | +35.8% | -31.4% | +2.4% |
| 6M | +10.8% | +56.7% | -45.9% | +7.3% |
| YTD | +25.1% | +60.7% | -35.6% | +20.4% |
| 1Y | +28.0% | +73.7% | -45.7% | +22.2% |
| 3Y | +37.6% | +82.8% | -45.1% | +30.7% |
| All | +37.6% | +78.0% | -40.3% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling