+178.7%
CAPR vs RRC
+134.0%
+44.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.2% |
| 7D | +5.9% | +6.4% | -0.5% | +3.4% |
| 30D | +44.6% | +23.9% | +20.7% | +30.9% |
| 3M | +126.4% | +30.2% | +96.2% | +99.6% |
| 6M | -68.6% | +26.3% | -94.8% | -71.6% |
| YTD | -67.0% | +48.1% | -115.1% | -72.4% |
| 1Y | +65.2% | +37.7% | +27.5% | +44.4% |
| 3Y | +235.6% | +60.3% | +175.3% | +176.5% |
| All | +178.7% | +134.0% | +44.7% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling