+60.3%
CG vs RRC
+34.3%
+26.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | -5.1% | +10.1% | -15.2% | -7.6% |
| 3M | +8.7% | +4.0% | +4.7% | +7.2% |
| 6M | -9.2% | +1.6% | -10.8% | -10.5% |
| YTD | -18.9% | +19.7% | -38.6% | -24.9% |
| 1Y | -25.6% | +21.4% | -47.1% | -32.3% |
| All | +60.3% | +34.3% | +26.0% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling