+74.3%
RVTY vs CAI
+12.6%
+61.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -3.6% | -6.3% | +2.7% | -2.1% |
| 30D | +1.4% | +9.3% | -8.0% | -0.8% |
| 3M | +43.2% | +106.3% | -63.1% | +21.1% |
| 6M | +84.5% | +77.7% | +6.7% | +59.0% |
| YTD | +65.2% | +23.1% | +42.1% | +49.3% |
| 1Y | +74.3% | +6.5% | +67.8% | +61.9% |
| All | +74.3% | +12.6% | +61.7% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling