-42.6%
CAG vs RRC
+150.0%
-192.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -5.9% | -1.2% | -4.7% | -5.9% |
| 30D | -1.5% | +3.0% | -4.5% | -1.6% |
| 3M | +11.5% | +7.3% | +4.2% | +11.3% |
| 6M | -15.7% | +3.6% | -19.3% | -15.7% |
| YTD | -10.2% | +19.4% | -29.6% | -10.4% |
| 1Y | -18.1% | +21.4% | -39.5% | -18.3% |
| 3Y | -39.4% | +32.8% | -72.1% | -39.9% |
| 5Y | -42.6% | +152.0% | -194.6% | -44.7% |
| All | -42.6% | +150.0% | -192.5% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling