+62.8%
CVE vs RVTY
+735.8%
-673.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.6% | -0.7% |
| 7D | -14.1% | -9.0% | -5.0% | -11.0% |
| 30D | -11.6% | -1.6% | -10.1% | -11.3% |
| 3M | 0.0% | +31.2% | -31.1% | -11.0% |
| 6M | -8.4% | +63.6% | -72.0% | -26.6% |
| YTD | +65.9% | +56.3% | +9.6% | +33.1% |
| 1Y | +69.4% | +63.3% | +6.1% | +32.8% |
| 3Y | +55.9% | +72.4% | -16.5% | +13.0% |
| 5Y | +146.2% | -9.6% | +155.7% | +128.5% |
| 10Y | +140.6% | +203.7% | -63.1% | +7.9% |
| All | +62.8% | +735.8% | -673.0% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling