+105.1%
CTVA vs RVTY
-34.2%
+139.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.9% |
| 7D | -5.8% | -5.4% | -0.4% | -4.8% |
| 30D | +11.1% | +6.7% | +4.3% | +9.7% |
| 3M | +13.2% | +19.0% | -5.8% | +9.3% |
| 6M | +8.7% | +34.6% | -25.9% | +1.9% |
| YTD | +27.3% | +28.3% | -1.0% | +20.1% |
| 1Y | +18.0% | +46.0% | -28.0% | +7.7% |
| 3Y | +76.5% | +16.9% | +59.6% | +67.1% |
| 5Y | +105.1% | -32.9% | +138.0% | +103.1% |
| All | +105.1% | -34.2% | +139.3% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling