+77.2%
CME vs RVTY
-32.1%
+109.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | +5.5% | +10.8% | -5.3% | +5.0% |
| 3M | +11.0% | +26.8% | -15.8% | +9.7% |
| 6M | -9.7% | +39.3% | -49.0% | -11.3% |
| YTD | +4.9% | +31.6% | -26.8% | +3.2% |
| 1Y | +10.1% | +47.7% | -37.6% | +7.2% |
| 3Y | +53.5% | +19.9% | +33.6% | +50.8% |
| 5Y | +77.2% | -32.3% | +109.5% | +92.6% |
| All | +77.2% | -32.1% | +109.3% | +92.6% |
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