+1,099.6%
CCJ vs RVTY
+1,804.6%
-704.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | +5.0% | +4.1% | +0.9% | +4.0% |
| 30D | -16.7% | +1.3% | -18.0% | -16.9% |
| 3M | -27.5% | +33.3% | -60.8% | -33.2% |
| 6M | -38.6% | +58.3% | -96.9% | -46.2% |
| YTD | -21.5% | +62.7% | -84.2% | -32.2% |
| 1Y | -22.3% | +67.2% | -89.5% | -33.4% |
| 3Y | +69.9% | +87.3% | -17.4% | +36.9% |
| 5Y | +163.6% | -13.4% | +177.0% | +157.9% |
| 10Y | +782.3% | +217.2% | +565.0% | +495.2% |
| All | +1,099.6% | +1,804.6% | -704.9% | +380.9% |
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 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