+73.0%
CF vs RRC
+31.1%
+41.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | +14.8% | +10.1% | +4.7% | +11.3% |
| 3M | +14.1% | +4.0% | +10.1% | +12.5% |
| 6M | +28.5% | +1.6% | +26.9% | +28.1% |
| YTD | +74.9% | +19.7% | +55.2% | +67.0% |
| 1Y | +61.7% | +21.4% | +40.3% | +52.9% |
| All | +73.0% | +31.1% | +41.9% | +58.9% |
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