+5,676.4%
CRM vs RVTY
+647.7%
+5,028.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -0.7% |
| 7D | -5.0% | -5.4% | +0.4% | -2.3% |
| 30D | +23.6% | +6.7% | +16.9% | +19.7% |
| 3M | +39.6% | +19.0% | +20.6% | +26.7% |
| 6M | +23.4% | +34.6% | -11.2% | +3.5% |
| YTD | -7.4% | +28.3% | -35.6% | -21.0% |
| 1Y | -2.3% | +46.0% | -48.4% | -22.8% |
| 3Y | +10.5% | +16.9% | -6.4% | -8.3% |
| 5Y | -4.7% | -32.9% | +28.2% | +5.2% |
| 10Y | +234.7% | +141.6% | +93.1% | +68.9% |
| All | +5,676.4% | +647.7% | +5,028.6% | +1,436.6% |
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