+148.6%
CVE vs RVTY
+211.6%
-63.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.2% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | -10.9% | +1.5% | -12.4% | -11.5% |
| 3M | -4.5% | +31.5% | -36.0% | -13.5% |
| 6M | -1.0% | +62.7% | -63.6% | -17.2% |
| YTD | +74.7% | +60.0% | +14.8% | +44.3% |
| 1Y | +65.8% | +65.7% | +0.1% | +34.7% |
| 3Y | +73.2% | +85.2% | -12.0% | +27.8% |
| 5Y | +155.6% | -14.9% | +170.5% | +154.4% |
| All | +148.6% | +211.6% | -63.0% | +19.1% |
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