-6.7%
CMG vs RVTY
+43.1%
-49.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.3% |
| 7D | -3.8% | -7.4% | +3.6% | -0.7% |
| 30D | +12.9% | +4.5% | +8.4% | +10.6% |
| 3M | +18.8% | +19.5% | -0.7% | +10.1% |
| 6M | +4.1% | +34.1% | -30.1% | -9.5% |
| YTD | -2.4% | +25.3% | -27.6% | -13.5% |
| 1Y | -6.7% | +47.0% | -53.7% | -20.6% |
| All | -6.7% | +43.1% | -49.8% | -20.6% |
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 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