+1,583.6%
CCJ vs RVTY
+1,478.8%
+104.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +6.9% | +13.2% | -6.4% | +3.3% |
| 3M | -11.6% | +27.2% | -38.9% | -17.5% |
| 6M | -16.2% | +32.4% | -48.6% | -22.9% |
| YTD | +10.1% | +34.9% | -24.8% | +0.4% |
| 1Y | +32.3% | +52.4% | -20.1% | +16.3% |
| 3Y | +171.3% | +12.3% | +159.0% | +151.1% |
| 5Y | +372.4% | -30.8% | +403.2% | +392.2% |
| 10Y | +1,070.0% | +150.7% | +919.4% | +742.8% |
| All | +1,583.6% | +1,478.8% | +104.8% | +612.4% |
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