+15,232.8%
CAH vs RRC
+1,202.2%
+14,030.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +5.4% | +1.3% | +4.1% | +5.3% |
| 30D | +3.3% | +10.1% | -6.8% | +2.6% |
| 3M | +22.8% | +4.0% | +18.8% | +22.3% |
| 6M | +11.3% | +1.6% | +9.7% | +11.0% |
| YTD | +21.1% | +19.7% | +1.4% | +19.3% |
| 1Y | +67.2% | +21.4% | +45.8% | +64.3% |
| 3Y | +195.6% | +29.7% | +166.0% | +186.8% |
| 5Y | +413.8% | +153.9% | +260.0% | +366.0% |
| 10Y | +309.6% | +10.8% | +298.8% | +261.5% |
| All | +15,232.8% | +1,202.2% | +14,030.6% | +12,815.8% |
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