+134.5%
CVE vs RVTY
+206.3%
-71.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.5% |
| 7D | -16.1% | -1.2% | -14.9% | -15.8% |
| 30D | -10.4% | +1.0% | -11.4% | -10.9% |
| 3M | -2.4% | +35.8% | -38.2% | -12.4% |
| 6M | -4.4% | +56.7% | -61.1% | -19.1% |
| YTD | +64.9% | +60.7% | +4.2% | +36.1% |
| 1Y | +66.0% | +73.7% | -7.7% | +32.6% |
| 3Y | +57.7% | +82.8% | -25.1% | +17.1% |
| 5Y | +144.7% | -7.0% | +151.8% | +131.5% |
| All | +134.5% | +206.3% | -71.8% | +13.7% |
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