-36.5%
CCI vs RVTY
-7.6%
-28.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +3.2% | -2.7% | +5.9% | +3.7% |
| 30D | +12.2% | +3.2% | +9.0% | +11.1% |
| 3M | +23.1% | +37.2% | -14.0% | +14.2% |
| 6M | +1.3% | +57.7% | -56.4% | -9.7% |
| YTD | +4.5% | +64.8% | -60.4% | -8.6% |
| 1Y | +2.3% | +72.8% | -70.5% | -11.7% |
| 3Y | +9.8% | +89.8% | -80.0% | -11.9% |
| 5Y | -36.5% | -8.4% | -28.1% | -35.7% |
| All | -36.5% | -7.6% | -28.9% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling