+122.4%
CF vs RRC
+129.3%
-6.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.8% | +7.4% |
| 7D | +0.4% | -6.9% | +7.3% | +2.7% |
| 30D | +2.2% | +25.4% | -23.2% | -5.9% |
| 3M | +2.1% | +31.9% | -29.8% | -7.6% |
| 6M | -6.5% | +17.2% | -23.7% | -12.1% |
| YTD | +55.6% | +43.4% | +12.2% | +37.5% |
| 1Y | +42.3% | +36.7% | +5.6% | +27.3% |
| 3Y | +55.7% | +38.8% | +16.9% | +34.9% |
| 5Y | +122.4% | +118.3% | +4.2% | +58.8% |
| All | +122.4% | +129.3% | -6.9% | +58.8% |
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 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