+149.5%
CNH vs RVTY
+140.1%
+9.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.1% | -4.4% |
| 7D | +8.8% | +0.4% | +8.4% | +8.8% |
| 30D | +24.7% | +10.8% | +13.8% | +19.0% |
| 3M | +27.3% | +26.8% | +0.6% | +13.7% |
| 6M | +23.2% | +39.3% | -16.2% | +4.4% |
| YTD | +48.9% | +31.6% | +17.3% | +28.5% |
| 1Y | +19.4% | +47.7% | -28.3% | -3.1% |
| 3Y | +7.8% | +19.9% | -12.2% | -6.8% |
| 5Y | +8.7% | -32.3% | +41.1% | +21.0% |
| 10Y | +149.5% | +138.4% | +11.1% | +25.6% |
| All | +149.5% | +140.1% | +9.5% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling