+152.4%
CMI vs RVTY
+16.6%
+135.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +0.7% | -5.4% | +6.1% | +2.5% |
| 30D | -12.3% | +6.7% | -19.0% | -14.3% |
| 3M | -16.8% | +19.0% | -35.8% | -21.9% |
| 6M | +1.5% | +34.6% | -33.1% | -9.5% |
| YTD | +9.8% | +28.3% | -18.5% | -0.7% |
| 1Y | +42.6% | +46.0% | -3.5% | +22.9% |
| All | +152.4% | +16.6% | +135.8% | +129.3% |
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