+237.0%
CFG vs RRC
+63.1%
+174.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.9% |
| 7D | +0.3% | -10.3% | +10.6% | +2.7% |
| 30D | +3.2% | +19.5% | -16.2% | -1.4% |
| 3M | -9.7% | +27.9% | -37.6% | -15.1% |
| 6M | +3.6% | +21.2% | -17.5% | -1.8% |
| YTD | +14.7% | +39.6% | -24.9% | +4.5% |
| 1Y | +29.6% | +31.3% | -1.7% | +19.5% |
| 3Y | +190.6% | +51.9% | +138.6% | +155.4% |
| 5Y | +67.1% | +110.2% | -43.1% | +29.9% |
| 10Y | +237.0% | +56.7% | +180.4% | +95.7% |
| All | +237.0% | +63.1% | +174.0% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling