+26.6%
CCJ vs RVTY
+46.5%
-19.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | +4.2% | -5.4% | +9.6% | +5.6% |
| 30D | +3.2% | +6.7% | -3.6% | +1.4% |
| 3M | -1.8% | +19.0% | -20.8% | -6.5% |
| 6M | -13.5% | +34.6% | -48.2% | -21.0% |
| YTD | +9.7% | +28.3% | -18.5% | -0.3% |
| All | +26.6% | +46.5% | -19.9% | +15.0% |
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