+71.8%
CB vs RRC
+36.3%
+35.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.7% |
| 7D | +0.2% | -10.8% | +11.1% | +0.7% |
| 30D | +9.1% | +22.3% | -13.3% | +8.0% |
| 3M | +3.4% | +26.6% | -23.2% | +2.2% |
| 6M | +14.1% | +18.9% | -4.8% | +12.9% |
| YTD | +18.0% | +39.2% | -21.2% | +15.9% |
| 1Y | +30.1% | +34.0% | -3.8% | +27.9% |
| 3Y | +71.8% | +42.0% | +29.8% | +68.8% |
| All | +71.8% | +36.3% | +35.5% | +68.8% |
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