+30.3%
CP vs RVTY
+68.7%
-38.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.7% | -0.7% | +0.1% | -0.6% |
| 30D | +9.6% | +1.7% | +7.9% | +9.2% |
| 3M | +2.2% | +36.8% | -34.6% | -2.6% |
| 6M | +11.1% | +60.1% | -49.0% | +3.1% |
| YTD | +28.2% | +64.0% | -35.8% | +15.8% |
| All | +30.3% | +68.7% | -38.4% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling