-5.1%
CMS vs RVTY
+66.1%
-71.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +6.3% | +1.0% | +5.3% | +6.3% |
| 3M | -2.1% | +35.8% | -37.9% | -2.7% |
| 6M | -5.1% | +56.7% | -61.8% | -7.2% |
| All | -5.1% | +66.1% | -71.2% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling