+121.7%
CMS vs RVTY
+206.3%
-84.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.5% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +6.3% | +1.0% | +5.3% | +6.0% |
| 3M | -2.1% | +35.8% | -37.9% | -6.2% |
| 6M | -5.1% | +56.7% | -61.8% | -11.1% |
| YTD | +1.3% | +60.7% | -59.5% | -6.0% |
| 1Y | -1.4% | +73.7% | -75.1% | -9.5% |
| 3Y | +36.9% | +82.8% | -45.8% | +22.2% |
| 5Y | +32.5% | -7.0% | +39.6% | +29.2% |
| All | +121.7% | +206.3% | -84.6% | +83.0% |
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