+176.8%
CCJ vs RVTY
+16.6%
+160.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.7% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +4.7% | +10.8% | -6.1% | +2.6% |
| 3M | -3.3% | +26.8% | -30.1% | -7.9% |
| 6M | -7.0% | +39.3% | -46.4% | -13.2% |
| YTD | +11.5% | +31.6% | -20.2% | +4.6% |
| 1Y | +32.3% | +47.7% | -15.4% | +21.9% |
| 3Y | +176.8% | +19.9% | +156.9% | +174.0% |
| All | +176.8% | +16.6% | +160.2% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling