+321.2%
CMG vs RVTY
+139.0%
+182.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | -3.8% | -7.4% | +3.6% | -1.1% |
| 30D | +12.9% | +4.5% | +8.4% | +11.0% |
| 3M | +18.8% | +19.5% | -0.7% | +11.1% |
| 6M | +4.1% | +34.1% | -30.1% | -7.3% |
| YTD | -2.4% | +25.3% | -27.6% | -11.2% |
| 1Y | -6.7% | +47.0% | -53.7% | -19.9% |
| 3Y | -7.1% | +14.1% | -21.3% | -16.8% |
| 5Y | -5.0% | -34.6% | +29.6% | +6.1% |
| All | +321.2% | +139.0% | +182.2% | +166.4% |
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