+68.0%
CNH vs RVTY
+260.6%
-192.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.2% |
| 7D | +23.3% | +1.1% | +22.2% | +22.7% |
| 30D | +33.5% | +13.2% | +20.2% | +26.0% |
| 3M | +32.7% | +27.2% | +5.5% | +17.9% |
| 6M | +22.2% | +32.4% | -10.2% | +5.7% |
| YTD | +57.7% | +34.9% | +22.8% | +34.2% |
| 1Y | +28.0% | +52.4% | -24.4% | +1.9% |
| 3Y | +11.5% | +12.3% | -0.7% | -0.6% |
| 5Y | +11.9% | -30.8% | +42.7% | +22.9% |
| 10Y | +162.8% | +150.7% | +12.1% | +29.8% |
| All | +68.0% | +260.6% | -192.6% | -29.2% |
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