+78.9%
CTVA vs RVTY
+16.6%
+62.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +12.0% | +10.8% | +1.2% | +9.8% |
| 3M | +13.5% | +26.8% | -13.3% | +8.1% |
| 6M | +12.1% | +39.3% | -27.2% | +4.1% |
| YTD | +29.0% | +31.6% | -2.6% | +20.8% |
| 1Y | +18.9% | +47.7% | -28.8% | +7.4% |
| 3Y | +78.9% | +19.9% | +59.0% | +69.5% |
| All | +78.9% | +16.6% | +62.3% | +69.5% |
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