+807.8%
CCL vs RVTY
+2,416.7%
-1,608.9%
-90.4%
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 | -5.0% | +1.1% | -6.2% | -5.4% |
| 30D | -20.3% | +13.2% | -33.6% | -23.7% |
| 3M | -15.1% | +27.2% | -42.4% | -22.1% |
| 6M | -15.1% | +32.4% | -47.5% | -23.1% |
| YTD | -21.8% | +34.9% | -56.6% | -29.9% |
| 1Y | -24.8% | +52.4% | -77.2% | -35.4% |
| 3Y | +51.9% | +12.3% | +39.6% | +41.7% |
| 5Y | +4.0% | -30.8% | +34.9% | +12.1% |
| 10Y | -42.2% | +150.7% | -192.9% | -57.8% |
| All | +807.8% | +2,416.7% | -1,608.9% | +183.1% |
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