+153.9%
CVE vs RVTY
-11.6%
+165.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +4.6% | +4.1% | +0.5% | +3.9% |
| 30D | -12.0% | +1.3% | -13.3% | -12.3% |
| 3M | -3.8% | +33.3% | -37.0% | -8.6% |
| 6M | -2.7% | +58.3% | -61.0% | -10.7% |
| YTD | +73.6% | +62.7% | +10.9% | +57.3% |
| 1Y | +62.0% | +67.2% | -5.2% | +45.7% |
| 3Y | +72.7% | +87.3% | -14.6% | +48.6% |
| 5Y | +153.9% | -13.4% | +167.4% | +132.5% |
| All | +153.9% | -11.6% | +165.5% | +132.5% |
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