+1,117.9%
CCJ vs RVTY
+1,829.8%
-711.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | -17.2% | +3.2% | -20.5% | -17.9% |
| 3M | -25.1% | +37.2% | -62.3% | -31.5% |
| 6M | -37.6% | +57.7% | -95.3% | -45.3% |
| YTD | -20.4% | +64.8% | -85.2% | -31.4% |
| 1Y | -22.5% | +72.8% | -95.4% | -34.2% |
| 3Y | +72.5% | +89.8% | -17.3% | +38.5% |
| 5Y | +179.9% | -8.4% | +188.3% | +169.7% |
| 10Y | +772.6% | +219.5% | +553.1% | +487.6% |
| All | +1,117.9% | +1,829.8% | -711.9% | +386.4% |
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