+362.4%
CFG vs RRC
-35.3%
+397.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | -3.8% | +10.1% | -14.0% | -5.8% |
| 3M | +11.5% | +4.0% | +7.5% | +10.2% |
| 6M | +19.2% | +1.6% | +17.6% | +18.0% |
| YTD | +23.7% | +19.7% | +4.0% | +18.0% |
| 1Y | +38.8% | +21.4% | +17.4% | +31.6% |
| 3Y | +178.9% | +29.7% | +149.2% | +157.5% |
| 5Y | +101.8% | +153.9% | -52.1% | +55.7% |
| 10Y | +317.3% | +10.8% | +306.5% | +176.1% |
| All | +362.4% | -35.3% | +397.7% | +205.4% |
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