-21.1%
CCJ vs RVTY
+71.7%
-92.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | -17.2% | +3.2% | -20.5% | -17.7% |
| 3M | -25.1% | +37.2% | -62.3% | -30.7% |
| 6M | -37.6% | +57.7% | -95.3% | -44.7% |
| YTD | -20.4% | +64.8% | -85.2% | -33.6% |
| All | -21.1% | +71.7% | -92.8% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling