+5,315.6%
CL vs RVTY
+2,899.1%
+2,416.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.5% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +11.4% | +1.0% | +10.3% | +11.0% |
| 3M | +4.4% | +35.8% | -31.4% | +0.3% |
| 6M | +10.8% | +56.7% | -45.9% | +4.4% |
| YTD | +25.1% | +60.7% | -35.6% | +17.1% |
| 1Y | +28.0% | +73.7% | -45.7% | +18.5% |
| 3Y | +37.6% | +82.8% | -45.1% | +25.0% |
| 5Y | +39.7% | -7.0% | +46.7% | +36.1% |
| 10Y | +75.8% | +212.3% | -136.5% | +45.7% |
| All | +5,315.6% | +2,899.1% | +2,416.6% | +2,697.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling