+38.3%
CL vs RVTY
+90.0%
-51.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.8% | -0.7% | 0.0% | -0.7% |
| 30D | +9.5% | +1.7% | +7.8% | +9.4% |
| 3M | +6.8% | +36.8% | -30.0% | +4.7% |
| 6M | +14.3% | +60.1% | -45.8% | +10.6% |
| YTD | +27.0% | +64.0% | -37.0% | +22.1% |
| 1Y | +26.3% | +68.2% | -41.9% | +21.0% |
| All | +38.3% | +90.0% | -51.7% | +31.3% |
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 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