+68.3%
RVTY vs CAI
-9.3%
+77.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -26.3% | +25.5% | +5.7% |
| 30D | +1.7% | -17.5% | +19.3% | +5.8% |
| 3M | +36.8% | +5.8% | +31.0% | +34.6% |
| 6M | +60.1% | +53.6% | +6.5% | +45.3% |
| YTD | +64.0% | -9.2% | +73.2% | +59.7% |
| 1Y | +68.2% | -2.7% | +70.9% | +61.8% |
| All | +68.3% | -9.3% | +77.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling