+235.6%
CAPR vs RRC
+60.0%
+175.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.3% |
| 7D | +5.9% | +6.4% | -0.5% | +2.0% |
| 30D | +44.6% | +23.9% | +20.7% | +22.1% |
| 3M | +126.4% | +30.2% | +96.2% | +82.2% |
| 6M | -68.6% | +26.3% | -94.8% | -73.6% |
| YTD | -67.0% | +48.1% | -115.1% | -76.4% |
| 1Y | +65.2% | +37.7% | +27.5% | +29.3% |
| 3Y | +235.6% | +60.3% | +175.3% | +154.1% |
| All | +235.6% | +60.0% | +175.6% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling