+50.5%
RVTY vs CAI
-29.0%
+79.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.6% | -1.9% |
| 7D | -5.4% | -3.1% | -2.3% | -4.8% |
| 30D | +6.7% | +2.7% | +4.1% | +5.8% |
| 3M | +19.0% | +41.7% | -22.7% | +9.9% |
| 6M | +34.6% | +26.5% | +8.2% | +25.3% |
| YTD | +28.3% | -10.9% | +39.2% | +25.3% |
| All | +50.5% | -29.0% | +79.5% | +53.4% |
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