+32.1%
RVTY vs CAI
-9.9%
+42.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.5% | +2.5% |
| 7D | -4.5% | -2.9% | -1.6% | -4.0% |
| 30D | +5.5% | +9.3% | -3.9% | +3.5% |
| 3M | +22.5% | +35.2% | -12.7% | +14.7% |
| 6M | +38.9% | +30.7% | +8.2% | +29.1% |
| YTD | +28.7% | -9.8% | +38.5% | +25.8% |
| 1Y | +45.5% | -28.9% | +74.3% | +46.6% |
| All | +32.1% | -9.9% | +42.0% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling