+4,577.2%
CNC vs RVTY
+419.5%
+4,157.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +0.1% | +13.2% | -13.1% | -3.8% |
| 3M | +6.9% | +27.2% | -20.3% | -1.3% |
| 6M | +49.0% | +32.4% | +16.6% | +34.7% |
| YTD | +62.9% | +34.9% | +28.1% | +45.8% |
| 1Y | +134.0% | +52.4% | +81.6% | +100.9% |
| 3Y | +9.4% | +12.3% | -2.9% | -0.5% |
| 5Y | +4.1% | -30.8% | +35.0% | +8.1% |
| 10Y | +95.4% | +150.7% | -55.3% | +29.6% |
| All | +4,577.2% | +419.5% | +4,157.7% | +2,528.0% |
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 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