+601.8%
CAG vs RRC
+1,202.2%
-600.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -3.8% | +1.3% | -5.1% | -3.8% |
| 30D | +3.1% | +10.1% | -7.0% | +2.7% |
| 3M | +23.5% | +4.0% | +19.5% | +23.2% |
| 6M | -14.8% | +1.6% | -16.4% | -15.0% |
| YTD | -5.4% | +19.7% | -25.1% | -6.3% |
| 1Y | -11.8% | +21.4% | -33.2% | -12.7% |
| 3Y | -36.7% | +29.7% | -66.3% | -37.8% |
| 5Y | -40.3% | +153.9% | -194.1% | -43.9% |
| 10Y | -37.0% | +10.8% | -47.8% | -41.7% |
| All | +601.8% | +1,202.2% | -600.4% | +481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling