+475.1%
CMS vs RVTY
+2,976.2%
-2,501.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.5% | -2.7% | +3.2% | +0.9% |
| 30D | +7.4% | +3.2% | +4.2% | +6.7% |
| 3M | +1.9% | +37.2% | -35.3% | -3.5% |
| 6M | -2.3% | +57.7% | -60.0% | -9.8% |
| YTD | +3.0% | +64.8% | -61.9% | -6.2% |
| 1Y | -2.8% | +72.8% | -75.6% | -12.2% |
| 3Y | +37.9% | +89.8% | -51.9% | +20.6% |
| 5Y | +34.0% | -8.4% | +42.4% | +29.8% |
| 10Y | +138.1% | +219.5% | -81.3% | +82.7% |
| All | +475.1% | +2,976.2% | -2,501.1% | +175.7% |
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