+146.4%
CCL vs RVTY
+78.0%
+68.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -0.7% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | +13.7% | +1.0% | +12.7% | +12.6% |
| 3M | +3.8% | +35.8% | -32.0% | -11.4% |
| 6M | +9.3% | +56.7% | -47.4% | -14.1% |
| YTD | -1.1% | +60.7% | -61.8% | -24.3% |
| 1Y | +14.6% | +73.7% | -59.1% | -16.1% |
| 3Y | +146.4% | +82.8% | +63.6% | +64.9% |
| All | +146.4% | +78.0% | +68.4% | +64.9% |
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 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