-7.6%
CMG vs RVTY
+16.6%
-24.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.9% |
| 7D | -6.5% | -5.4% | -1.0% | -5.1% |
| 30D | +12.1% | +6.7% | +5.4% | +10.2% |
| 3M | +20.6% | +19.0% | +1.6% | +15.3% |
| 6M | +2.1% | +34.6% | -32.6% | -5.7% |
| YTD | -2.6% | +28.3% | -30.9% | -9.1% |
| 1Y | -8.7% | +46.0% | -54.7% | -16.6% |
| All | -7.6% | +16.6% | -24.2% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling