+65.7%
RVTY vs CAI
-6.2%
+71.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | -0.7% |
| 7D | -0.5% | -8.7% | +8.2% | +1.7% |
| 30D | +1.5% | -23.8% | +25.4% | +8.1% |
| 3M | +31.5% | +3.9% | +27.6% | +30.0% |
| 6M | +62.7% | +56.8% | +5.8% | +45.7% |
| YTD | +60.0% | -14.6% | +74.6% | +55.4% |
| 1Y | +65.7% | -5.2% | +70.9% | +58.4% |
| All | +65.7% | -6.2% | +71.9% | +58.4% |
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