+1,099.7%
CCJ vs RVTY
+134.6%
+965.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.8% |
| 7D | +4.2% | -5.4% | +9.6% | +5.9% |
| 30D | +3.2% | +6.7% | -3.6% | +1.1% |
| 3M | -1.8% | +19.0% | -20.8% | -7.3% |
| 6M | -13.5% | +34.6% | -48.2% | -21.7% |
| YTD | +9.7% | +28.3% | -18.5% | +0.3% |
| 1Y | +30.0% | +46.0% | -16.0% | +13.7% |
| 3Y | +172.6% | +16.9% | +155.7% | +145.5% |
| 5Y | +342.9% | -32.9% | +375.9% | +376.5% |
| 10Y | +1,099.7% | +141.6% | +958.1% | +720.3% |
| All | +1,099.7% | +134.6% | +965.2% | +720.3% |
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