+41.5%
CL vs RVTY
-9.4%
+50.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| 3M | +6.8% | +36.8% | -30.0% | +3.9% |
| 6M | +14.3% | +60.1% | -45.8% | +9.4% |
| YTD | +27.0% | +64.0% | -37.0% | +20.7% |
| 1Y | +26.3% | +68.2% | -41.9% | +19.7% |
| 3Y | +39.3% | +88.8% | -49.5% | +28.8% |
| 5Y | +41.5% | -10.5% | +52.0% | +43.0% |
| All | +41.5% | -9.4% | +50.9% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling