+9.7%
CRM vs RVTY
+13.9%
-4.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | 0.0% |
| 7D | -8.1% | -7.4% | -0.7% | -6.6% |
| 30D | +23.1% | +4.5% | +18.6% | +22.1% |
| 3M | +42.5% | +19.5% | +23.1% | +37.1% |
| 6M | +25.3% | +34.1% | -8.8% | +16.8% |
| YTD | -7.8% | +25.3% | -33.1% | -12.8% |
| 1Y | +1.0% | +47.0% | -46.0% | -8.3% |
| All | +9.7% | +13.9% | -4.1% | +4.7% |
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