-25.3%
CCL vs RVTY
+47.4%
-72.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -20.0% | +10.8% | -30.8% | -23.3% |
| 3M | -13.7% | +26.8% | -40.4% | -22.3% |
| 6M | -9.0% | +39.3% | -48.3% | -22.5% |
| YTD | -22.8% | +31.6% | -54.4% | -34.4% |
| All | -25.3% | +47.4% | -72.8% | -38.7% |
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