+162.3%
CVE vs RVTY
+150.6%
+11.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +16.7% | +13.2% | +3.5% | +11.8% |
| 3M | +9.3% | +27.2% | -18.0% | -0.1% |
| 6M | +43.6% | +32.4% | +11.2% | +27.8% |
| YTD | +93.6% | +34.9% | +58.7% | +70.1% |
| 1Y | +98.8% | +52.4% | +46.4% | +65.2% |
| 3Y | +73.6% | +12.3% | +61.3% | +56.0% |
| 5Y | +312.5% | -30.8% | +343.3% | +344.9% |
| All | +162.3% | +150.6% | +11.6% | +29.7% |
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