-37.7%
CAG vs RRC
+4.6%
-42.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.6% |
| 7D | -5.7% | -2.0% | -3.7% | -5.6% |
| 30D | -2.4% | +2.4% | -4.8% | -2.5% |
| 3M | +9.8% | +8.6% | +1.2% | +9.3% |
| 6M | -10.8% | -1.4% | -9.4% | -10.9% |
| YTD | -10.8% | +17.3% | -28.1% | -11.6% |
| 1Y | -19.0% | +18.1% | -37.1% | -19.7% |
| 3Y | -39.7% | +32.8% | -72.5% | -41.0% |
| 5Y | -43.0% | +147.6% | -190.6% | -47.2% |
| All | -37.7% | +4.6% | -42.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling