-26.4%
CG vs RRC
+20.2%
-46.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.4% |
| 30D | -3.2% | +9.4% | -12.6% | -2.3% |
| 3M | +6.2% | +7.4% | -1.2% | +7.0% |
| 6M | -4.7% | +1.5% | -6.1% | -4.6% |
| YTD | -20.6% | +19.4% | -40.0% | -20.1% |
| 1Y | -26.4% | +24.2% | -50.6% | -19.2% |
| All | -26.4% | +20.2% | -46.6% | -19.2% |
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