+1,090.4%
CCI vs RVTY
+1,371.8%
-281.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +3.2% | -2.7% | +5.9% | +4.0% |
| 30D | +12.2% | +3.2% | +9.0% | +10.5% |
| 3M | +23.1% | +37.2% | -14.0% | +9.2% |
| 6M | +1.3% | +57.7% | -56.4% | -15.3% |
| YTD | +4.5% | +64.8% | -60.4% | -15.0% |
| 1Y | +2.3% | +72.8% | -70.5% | -18.4% |
| 3Y | +9.8% | +89.8% | -80.0% | -18.8% |
| 5Y | -36.5% | -8.4% | -28.1% | -40.5% |
| 10Y | +64.7% | +219.5% | -154.8% | -8.5% |
| All | +1,090.4% | +1,371.8% | -281.4% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling