+165.0%
CMI vs RVTY
-33.1%
+198.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.4% |
| 7D | -0.7% | -4.5% | +3.8% | +0.7% |
| 30D | -12.4% | +5.5% | -17.8% | -14.0% |
| 3M | -14.8% | +22.5% | -37.3% | -20.4% |
| 6M | +0.8% | +38.9% | -38.1% | -10.0% |
| YTD | +10.2% | +28.7% | -18.6% | +0.5% |
| 1Y | +37.4% | +45.5% | -8.1% | +20.5% |
| 3Y | +153.3% | +16.4% | +136.9% | +132.1% |
| All | +165.0% | -33.1% | +198.1% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling