+4,850.5%
CL vs RVTY
+2,416.7%
+2,433.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -4.8% | +13.2% | -18.1% | -6.3% |
| 3M | +4.9% | +27.2% | -22.3% | +1.7% |
| 6M | -5.7% | +32.4% | -38.1% | -9.3% |
| YTD | +14.4% | +34.9% | -20.5% | +9.6% |
| 1Y | +8.7% | +52.4% | -43.6% | +2.4% |
| 3Y | +30.0% | +12.3% | +17.7% | +25.2% |
| 5Y | +28.4% | -30.8% | +59.2% | +29.9% |
| 10Y | +50.1% | +150.7% | -100.6% | +28.0% |
| All | +4,850.5% | +2,416.7% | +2,433.8% | +2,518.4% |
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