+74.7%
CTVA vs RVTY
-10.9%
+85.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.0% | -0.7% | -0.2% | -0.9% |
| 30D | -8.7% | +1.7% | -10.5% | -9.2% |
| 3M | +6.4% | +36.8% | -30.4% | -0.1% |
| 6M | -1.9% | +60.1% | -62.0% | -10.9% |
| YTD | +21.5% | +64.0% | -42.4% | +9.1% |
| 1Y | +24.3% | +68.2% | -43.9% | +10.8% |
| 3Y | +91.8% | +88.8% | +3.0% | +66.7% |
| All | +74.7% | -10.9% | +85.6% | +64.6% |
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 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