+146.2%
CVE vs RVTY
-10.3%
+156.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.6% | -1.9% |
| 7D | -14.1% | -9.0% | -5.0% | -12.8% |
| 30D | -11.6% | -1.6% | -10.1% | -11.5% |
| 3M | 0.0% | +31.2% | -31.1% | -4.7% |
| 6M | -8.4% | +63.6% | -72.0% | -16.7% |
| YTD | +65.9% | +56.3% | +9.6% | +51.3% |
| 1Y | +69.4% | +63.3% | +6.1% | +52.7% |
| 3Y | +55.9% | +72.4% | -16.5% | +36.1% |
| 5Y | +146.2% | -9.6% | +155.7% | +136.8% |
| All | +146.2% | -10.3% | +156.4% | +136.8% |
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