-66.2%
CAPR vs RRC
+59.4%
-125.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +5.5% |
| 7D | +41.1% | -10.8% | +51.9% | +45.6% |
| 30D | +11.1% | +22.3% | -11.2% | +3.3% |
| 3M | +115.3% | +26.6% | +88.7% | +97.1% |
| 6M | -73.8% | +18.9% | -92.8% | -75.3% |
| YTD | -68.8% | +39.2% | -108.0% | -72.1% |
| 1Y | +43.3% | +34.0% | +9.4% | +31.1% |
| 3Y | +214.7% | +42.0% | +172.7% | +175.6% |
| 5Y | +141.3% | +111.9% | +29.4% | +80.8% |
| All | -66.2% | +59.4% | -125.6% | -86.0% |
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