-4.0%
CMS vs RVTY
+70.8%
-74.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | +6.6% | +1.7% | +4.8% | +6.6% |
| 3M | +0.8% | +36.8% | -36.0% | +0.7% |
| 6M | -3.3% | +60.1% | -63.4% | -3.7% |
| YTD | +2.7% | +64.0% | -61.2% | +1.0% |
| 1Y | -4.0% | +68.2% | -72.2% | -6.5% |
| All | -4.0% | +70.8% | -74.8% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling