+74.4%
CAPR vs RRC
+35.0%
+39.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -8.0% | -7.7% |
| 7D | +19.1% | +2.5% | +16.5% | +14.5% |
| 30D | +48.8% | +21.1% | +27.7% | -3.3% |
| 3M | +144.4% | +28.4% | +116.0% | +31.1% |
| 6M | -67.5% | +26.5% | -94.0% | -81.4% |
| YTD | -64.5% | +47.0% | -111.5% | -97.1% |
| 1Y | +74.4% | +35.2% | +39.3% | -78.5% |
| All | +74.4% | +35.0% | +39.4% | -78.5% |
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