+465.5%
CMS vs RVTY
+2,899.1%
-2,433.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +6.3% | +1.0% | +5.3% | +5.9% |
| 3M | -2.1% | +35.8% | -37.9% | -7.1% |
| 6M | -5.1% | +56.7% | -61.8% | -12.3% |
| YTD | +1.3% | +60.7% | -59.5% | -7.4% |
| 1Y | -1.4% | +73.7% | -75.1% | -11.0% |
| 3Y | +36.9% | +82.8% | -45.8% | +20.4% |
| 5Y | +32.5% | -7.0% | +39.6% | +28.1% |
| 10Y | +126.8% | +212.3% | -85.5% | +74.6% |
| All | +465.5% | +2,899.1% | -2,433.5% | +172.2% |
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 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