+648.9%
CRS vs RVTY
+16.6%
+632.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.8% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -19.6% | +10.8% | -30.4% | -22.3% |
| 3M | -8.1% | +26.8% | -34.9% | -15.1% |
| 6M | +18.6% | +39.3% | -20.8% | +5.5% |
| YTD | +45.9% | +31.6% | +14.2% | +31.1% |
| 1Y | +82.5% | +47.7% | +34.8% | +57.7% |
| 3Y | +648.9% | +19.9% | +629.0% | +621.6% |
| All | +648.9% | +16.6% | +632.3% | +621.6% |
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 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