+61.3%
CFG vs RRC
+132.2%
-70.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.6% | +2.5% | -0.9% | +1.0% |
| 30D | +3.3% | +21.1% | -17.9% | -1.5% |
| 3M | -11.5% | +28.4% | -39.9% | -16.8% |
| 6M | +6.2% | +26.5% | -20.2% | -0.1% |
| YTD | +14.3% | +47.0% | -32.8% | +2.8% |
| 1Y | +26.7% | +35.2% | -8.5% | +16.2% |
| 3Y | +187.8% | +61.0% | +126.8% | +148.3% |
| 5Y | +61.3% | +133.6% | -72.3% | +28.6% |
| All | +61.3% | +132.2% | -70.9% | +28.6% |
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 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