-10.7%
CMG vs RVTY
+57.1%
-67.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | +7.1% | +13.2% | -6.1% | +1.5% |
| 3M | +31.2% | +27.2% | +3.9% | +18.1% |
| 6M | +0.7% | +32.4% | -31.7% | -11.8% |
| YTD | -0.1% | +34.9% | -35.0% | -14.3% |
| 1Y | -10.7% | +52.4% | -63.1% | -25.9% |
| All | -10.7% | +57.1% | -67.8% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling