+10,197.9%
CRS vs RVTY
+2,416.7%
+7,781.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.2% | +1.1% | -1.3% | -0.7% |
| 30D | -16.6% | +13.2% | -29.8% | -20.2% |
| 3M | -3.5% | +27.2% | -30.7% | -11.5% |
| 6M | +15.4% | +32.4% | -17.0% | +4.1% |
| YTD | +51.2% | +34.9% | +16.3% | +34.8% |
| 1Y | +98.3% | +52.4% | +45.9% | +69.2% |
| 3Y | +651.5% | +12.3% | +639.3% | +589.6% |
| 5Y | +1,411.1% | -30.8% | +1,441.9% | +1,496.3% |
| 10Y | +1,424.3% | +150.7% | +1,273.7% | +962.6% |
| All | +10,197.9% | +2,416.7% | +7,781.2% | +4,590.8% |
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