+31.6%
RVTY vs CAI
-11.0%
+42.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.9% |
| 3M | +19.0% | +41.7% | -22.7% | +10.3% |
| 6M | +34.6% | +26.5% | +8.2% | +25.9% |
| YTD | +28.3% | -10.9% | +39.2% | +25.7% |
| 1Y | +46.0% | -29.2% | +75.3% | +47.3% |
| All | +31.6% | -11.0% | +42.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling