+1,047.9%
CCL vs RVTY
+2,899.1%
-1,851.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -0.4% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | +13.7% | +1.0% | +12.7% | +12.9% |
| 3M | +3.8% | +35.8% | -32.0% | -7.1% |
| 6M | +9.3% | +56.7% | -47.4% | -7.2% |
| YTD | -1.1% | +60.7% | -61.8% | -16.9% |
| 1Y | +14.6% | +73.7% | -59.1% | -6.3% |
| 3Y | +146.4% | +82.8% | +63.6% | +96.6% |
| 5Y | +21.9% | -7.0% | +28.9% | +18.9% |
| 10Y | -29.4% | +212.3% | -241.7% | -52.3% |
| All | +1,047.9% | +2,899.1% | -1,851.1% | +235.4% |
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