+282.1%
CME vs RVTY
+140.1%
+142.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | +5.5% | +10.8% | -5.3% | +3.9% |
| 3M | +11.0% | +26.8% | -15.8% | +7.0% |
| 6M | -9.7% | +39.3% | -49.0% | -14.5% |
| YTD | +4.9% | +31.6% | -26.8% | -0.2% |
| 1Y | +10.1% | +47.7% | -37.6% | +2.3% |
| 3Y | +53.5% | +19.9% | +33.6% | +44.0% |
| 5Y | +77.2% | -32.3% | +109.5% | +89.7% |
| 10Y | +282.1% | +138.4% | +143.7% | +149.9% |
| All | +282.1% | +140.1% | +142.1% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling