+305.5%
CG vs RRC
-19.0%
+324.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +3.0% | -10.3% | +13.4% | +4.9% |
| 30D | +10.1% | +19.5% | -9.3% | +6.5% |
| 3M | -10.8% | +27.9% | -38.8% | -14.9% |
| 6M | -15.2% | +21.2% | -36.4% | -18.5% |
| YTD | -26.9% | +39.6% | -66.5% | -31.8% |
| 1Y | -17.0% | +31.3% | -48.3% | -21.9% |
| 3Y | +54.6% | +51.9% | +2.7% | +41.2% |
| 5Y | -16.7% | +110.2% | -126.9% | -29.6% |
| 10Y | +320.1% | +56.7% | +263.5% | +223.9% |
| All | +305.5% | -19.0% | +324.5% | +228.3% |
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