+12.8%
CNH vs RVTY
+18.2%
-5.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.2% |
| 7D | +23.3% | +1.1% | +22.2% | +22.8% |
| 30D | +33.5% | +13.2% | +20.2% | +27.1% |
| 3M | +32.7% | +27.2% | +5.5% | +20.1% |
| 6M | +22.2% | +32.4% | -10.2% | +8.1% |
| YTD | +57.7% | +34.9% | +22.8% | +37.3% |
| 1Y | +28.0% | +52.4% | -24.4% | +5.3% |
| All | +12.8% | +18.2% | -5.4% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling