-58.8%
CAPR vs RRC
+72.2%
-130.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +1.3% | +25.2% | +26.1% |
| 7D | +25.8% | -0.5% | +26.2% | +25.8% |
| 30D | +50.2% | +25.2% | +25.0% | +38.5% |
| 3M | +185.5% | +27.8% | +157.7% | +160.7% |
| 6M | -64.8% | +27.2% | -92.0% | -67.5% |
| YTD | -61.1% | +48.2% | -109.3% | -66.0% |
| 1Y | +81.0% | +34.7% | +46.3% | +64.5% |
| 3Y | +300.7% | +62.2% | +238.5% | +237.7% |
| 5Y | +223.3% | +130.9% | +92.4% | +135.7% |
| 10Y | -58.8% | +73.4% | -132.2% | -83.6% |
| All | -58.8% | +72.2% | -130.9% | -83.6% |
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