+22.5%
CCI vs RVTY
+134.6%
-112.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | -0.3% | -5.4% | +5.1% | +1.1% |
| 30D | +2.1% | +6.7% | -4.6% | +0.3% |
| 3M | -17.8% | +19.0% | -36.9% | -21.9% |
| 6M | -14.2% | +34.6% | -48.8% | -21.6% |
| YTD | -13.3% | +28.3% | -41.6% | -20.1% |
| 1Y | -16.6% | +46.0% | -62.7% | -26.3% |
| 3Y | -10.8% | +16.9% | -27.7% | -18.7% |
| 5Y | -50.3% | -32.9% | -17.4% | -47.3% |
| 10Y | +22.5% | +141.6% | -119.1% | -9.7% |
| All | +22.5% | +134.6% | -112.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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