+53.1%
CAPR vs RRC
+31.1%
+22.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.9% |
| 30D | +139.2% | +10.1% | +129.1% | +121.5% |
| 3M | -66.4% | +4.0% | -70.4% | -66.5% |
| 6M | -63.1% | +1.6% | -64.7% | -63.5% |
| YTD | -67.4% | +19.7% | -87.1% | -72.0% |
| 1Y | +58.2% | +21.4% | +36.8% | +45.7% |
| All | +53.1% | +31.1% | +22.0% | +27.2% |
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