+71.0%
CME vs RVTY
-7.4%
+78.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.5% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +13.2% | +1.0% | +12.2% | +13.1% |
| 3M | +16.3% | +35.8% | -19.6% | +14.7% |
| 6M | +7.1% | +56.7% | -49.6% | +4.8% |
| YTD | +15.8% | +60.7% | -44.9% | +12.9% |
| 1Y | +17.1% | +73.7% | -56.6% | +13.4% |
| 3Y | +63.2% | +82.8% | -19.6% | +52.8% |
| All | +71.0% | -7.4% | +78.5% | +87.6% |
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