+59.3%
CF vs RRC
+51.3%
+8.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.6% |
| 7D | -3.2% | -10.8% | +7.6% | +0.3% |
| 30D | +4.3% | +22.3% | -18.0% | -3.3% |
| 3M | +2.8% | +26.6% | -23.8% | -5.8% |
| 6M | +0.6% | +18.9% | -18.3% | -6.0% |
| YTD | +56.6% | +39.2% | +17.4% | +41.0% |
| 1Y | +49.6% | +34.0% | +15.7% | +35.6% |
| All | +59.3% | +51.3% | +8.0% | +36.6% |
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 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