+280.5%
CG vs RRC
-19.2%
+299.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.2% |
| 7D | -1.2% | -10.8% | +9.6% | +0.7% |
| 30D | +5.0% | +22.3% | -17.3% | +1.1% |
| 3M | -18.2% | +26.6% | -44.8% | -21.8% |
| 6M | -20.7% | +18.9% | -39.6% | -23.6% |
| YTD | -31.4% | +39.2% | -70.6% | -36.0% |
| 1Y | -22.3% | +34.0% | -56.2% | -27.0% |
| 3Y | +50.2% | +42.0% | +8.2% | +38.5% |
| 5Y | -22.1% | +111.9% | -133.9% | -34.1% |
| 10Y | +295.5% | +62.8% | +232.8% | +202.6% |
| All | +280.5% | -19.2% | +299.7% | +208.2% |
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 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