+216.7%
CTVA vs RVTY
+46.2%
+170.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | -4.5% | -4.5% | 0.0% | -3.4% |
| 30D | +11.3% | +5.5% | +5.9% | +9.7% |
| 3M | +12.3% | +22.5% | -10.2% | +6.4% |
| 6M | +7.2% | +38.9% | -31.7% | -2.5% |
| YTD | +26.0% | +28.7% | -2.7% | +16.4% |
| 1Y | +16.0% | +45.5% | -29.5% | +3.0% |
| 3Y | +73.9% | +16.4% | +57.5% | +60.8% |
| 5Y | +103.8% | -32.7% | +136.5% | +116.6% |
| All | +216.7% | +46.2% | +170.5% | +78.1% |
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