+6,781.2%
CME vs RVTY
+1,890.4%
+4,890.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +6.2% | +13.2% | -7.0% | +2.0% |
| 3M | +10.4% | +27.2% | -16.8% | +1.6% |
| 6M | -9.5% | +32.4% | -41.9% | -18.6% |
| YTD | +6.0% | +34.9% | -28.9% | -5.8% |
| 1Y | +9.3% | +52.4% | -43.1% | -7.5% |
| 3Y | +57.7% | +12.3% | +45.4% | +39.9% |
| 5Y | +77.7% | -30.8% | +108.5% | +83.0% |
| 10Y | +281.2% | +150.7% | +130.6% | +114.9% |
| All | +6,781.2% | +1,890.4% | +4,890.8% | +1,881.0% |
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