+149.2%
CPAY vs RVTY
+145.6%
+3.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -1.1% |
| 7D | -2.0% | -4.5% | +2.6% | -0.2% |
| 30D | -0.4% | +5.5% | -5.8% | -2.6% |
| 3M | +16.4% | +22.5% | -6.2% | +6.5% |
| 6M | +23.5% | +38.9% | -15.4% | +6.8% |
| YTD | +35.7% | +28.7% | +6.9% | +20.5% |
| 1Y | +30.2% | +45.5% | -15.3% | +9.4% |
| 3Y | +49.7% | +16.4% | +33.4% | +33.3% |
| 5Y | +56.6% | -32.7% | +89.3% | +69.5% |
| All | +149.2% | +145.6% | +3.6% | +33.1% |
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