+19,506.8%
CMI vs RVTY
+2,356.0%
+17,150.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | -12.5% | +10.8% | -23.3% | -15.6% |
| 3M | -16.2% | +26.8% | -43.0% | -23.0% |
| 6M | +4.9% | +39.3% | -34.5% | -7.1% |
| YTD | +11.1% | +31.6% | -20.5% | +0.1% |
| 1Y | +43.4% | +47.7% | -4.3% | +23.8% |
| 3Y | +154.1% | +19.9% | +134.1% | +129.1% |
| 5Y | +169.5% | -32.3% | +201.8% | +185.4% |
| 10Y | +503.8% | +138.4% | +365.3% | +308.3% |
| All | +19,506.8% | +2,356.0% | +17,150.8% | +6,378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling