+5,967.0%
CF vs RRC
+105.9%
+5,861.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +65.1% |
| 1Y | +61.7% | +21.4% | +40.3% | +50.9% |
| 3Y | +80.3% | +29.7% | +50.7% | +59.5% |
| 5Y | +226.0% | +153.9% | +72.1% | +115.3% |
| 10Y | +569.9% | +10.8% | +559.0% | +370.9% |
| All | +5,967.0% | +105.9% | +5,861.1% | +2,774.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling