+503.2%
CMI vs RVTY
+145.6%
+357.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.2% |
| 7D | -0.7% | -4.5% | +3.8% | +0.9% |
| 30D | -12.4% | +5.5% | -17.8% | -14.3% |
| 3M | -14.8% | +22.5% | -37.3% | -21.4% |
| 6M | +0.8% | +38.9% | -38.1% | -11.8% |
| YTD | +10.2% | +28.7% | -18.6% | -1.2% |
| 1Y | +37.4% | +45.5% | -8.1% | +17.4% |
| 3Y | +153.3% | +16.4% | +136.9% | +127.7% |
| 5Y | +167.6% | -32.7% | +200.3% | +187.8% |
| All | +503.2% | +145.6% | +357.6% | +214.2% |
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