-77.4%
CAPR vs RRC
+7.9%
-85.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.5% |
| 7D | -9.5% | -1.2% | -8.3% | -9.2% |
| 30D | +121.5% | +9.4% | +112.1% | +115.2% |
| 3M | -65.4% | +7.4% | -72.8% | -65.7% |
| 6M | -67.5% | +1.5% | -69.0% | -67.5% |
| YTD | -68.6% | +19.4% | -88.0% | -70.2% |
| 1Y | +42.7% | +24.2% | +18.5% | +35.9% |
| 3Y | +43.4% | +32.8% | +10.6% | +30.9% |
| 5Y | +86.0% | +152.9% | -66.9% | +34.2% |
| 10Y | -77.4% | +3.9% | -81.3% | -90.4% |
| All | -77.4% | +7.9% | -85.3% | -90.4% |
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