+251.7%
CB vs RRC
+73.1%
+178.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.9% | +6.4% | -3.4% | +2.3% |
| 30D | +7.3% | +23.9% | -16.6% | +5.0% |
| 3M | +9.4% | +30.2% | -20.8% | +6.5% |
| 6M | +19.6% | +26.3% | -6.6% | +16.6% |
| YTD | +21.5% | +48.1% | -26.6% | +16.4% |
| 1Y | +28.0% | +37.7% | -9.7% | +23.4% |
| 3Y | +74.9% | +60.3% | +14.6% | +64.3% |
| 5Y | +108.1% | +135.3% | -27.1% | +84.3% |
| All | +251.7% | +73.1% | +178.6% | +168.7% |
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