+47.2%
CAPR vs RRC
+44.7%
+2.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.5% | +11.8% | +13.0% |
| 7D | +43.2% | -6.8% | +49.9% | +55.5% |
| 30D | +14.7% | +34.7% | -20.1% | -40.8% |
| 3M | +113.9% | +31.5% | +82.4% | +8.2% |
| 6M | -73.4% | +21.8% | -95.1% | -82.4% |
| YTD | -69.1% | +48.9% | -117.9% | -97.1% |
| 1Y | +47.2% | +42.1% | +5.1% | -96.2% |
| All | +47.2% | +44.7% | +2.5% | -96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling