+1,339.5%
CRS vs RVTY
+139.0%
+1,200.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.2% |
| 7D | -4.1% | -7.4% | +3.3% | -0.7% |
| 30D | -16.6% | +4.5% | -21.1% | -18.6% |
| 3M | -14.3% | +19.5% | -33.7% | -21.8% |
| 6M | +11.6% | +34.1% | -22.5% | -4.3% |
| YTD | +42.6% | +25.3% | +17.3% | +25.0% |
| 1Y | +81.8% | +47.0% | +34.8% | +46.8% |
| 3Y | +632.1% | +14.1% | +617.9% | +533.5% |
| 5Y | +1,401.6% | -34.6% | +1,436.2% | +1,596.2% |
| All | +1,339.5% | +139.0% | +1,200.5% | +525.0% |
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 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