+332.3%
CRS vs RVTY
+85.4%
+246.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | +4.8% | -0.5% | +5.2% | +5.0% |
| 30D | -23.2% | +1.5% | -24.7% | -23.6% |
| 3M | -45.5% | +31.5% | -77.0% | -50.2% |
| 6M | -33.1% | +62.7% | -95.8% | -43.5% |
| YTD | -7.2% | +60.0% | -67.2% | -22.3% |
| 1Y | -10.0% | +65.7% | -75.7% | -25.8% |
| 3Y | +332.3% | +85.2% | +247.1% | +246.6% |
| All | +332.3% | +85.4% | +246.9% | +246.6% |
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