+28.0%
CFG vs RRC
+28.5%
-0.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.9% |
| 7D | +0.3% | -10.3% | +10.6% | -0.1% |
| 30D | +3.2% | +19.5% | -16.2% | +4.0% |
| 3M | -9.7% | +27.9% | -37.6% | -8.3% |
| 6M | +3.6% | +21.2% | -17.5% | +4.8% |
| YTD | +14.7% | +39.6% | -24.9% | +14.6% |
| All | +28.0% | +28.5% | -0.6% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling