-50.8%
CCI vs RVTY
-32.1%
-18.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +0.5% | +10.8% | -10.3% | -1.9% |
| 3M | -16.3% | +26.8% | -43.0% | -21.2% |
| 6M | -13.9% | +39.3% | -53.3% | -21.4% |
| YTD | -12.4% | +31.6% | -44.1% | -19.2% |
| 1Y | -15.2% | +47.7% | -62.9% | -24.4% |
| 3Y | -9.9% | +19.9% | -29.8% | -17.8% |
| 5Y | -50.8% | -32.3% | -18.5% | -47.4% |
| All | -50.8% | -32.1% | -18.7% | -47.4% |
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