-0.8%
CRM vs RVTY
-33.1%
+32.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +1.0% |
| 7D | -4.4% | -4.5% | +0.1% | -2.9% |
| 30D | +28.1% | +5.5% | +22.7% | +26.0% |
| 3M | +48.8% | +22.5% | +26.3% | +38.3% |
| 6M | +28.3% | +38.9% | -10.6% | +12.9% |
| YTD | -6.0% | +28.7% | -34.8% | -15.3% |
| 1Y | +1.4% | +45.5% | -44.1% | -13.3% |
| 3Y | +11.8% | +16.4% | -4.5% | +0.1% |
| All | -0.8% | -33.1% | +32.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling