+63.6%
CVS vs RVTY
+16.6%
+47.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +0.4% | +10.8% | -10.4% | -0.7% |
| 3M | -0.4% | +26.8% | -27.2% | -3.1% |
| 6M | +25.1% | +39.3% | -14.2% | +20.2% |
| YTD | +23.9% | +31.6% | -7.7% | +19.3% |
| 1Y | +41.1% | +47.7% | -6.6% | +33.6% |
| 3Y | +63.6% | +19.9% | +43.7% | +62.7% |
| All | +63.6% | +16.6% | +47.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling