+30.9%
CL vs RVTY
+12.6%
+18.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.2% |
| 30D | -4.8% | +13.2% | -18.1% | -5.3% |
| 3M | +4.9% | +27.2% | -22.3% | +3.7% |
| 6M | -5.7% | +32.4% | -38.1% | -7.3% |
| YTD | +14.4% | +34.9% | -20.5% | +12.2% |
| 1Y | +8.7% | +52.4% | -43.6% | +5.7% |
| All | +30.9% | +12.6% | +18.2% | +28.2% |
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