+142.2%
CI vs RRC
+63.1%
+79.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +0.1% | -10.3% | +10.5% | +1.2% |
| 30D | +4.7% | +19.5% | -14.8% | +2.6% |
| 3M | +5.2% | +27.9% | -22.7% | +2.4% |
| 6M | +3.8% | +21.2% | -17.4% | +1.4% |
| YTD | +9.2% | +39.6% | -30.3% | +5.0% |
| 1Y | +14.3% | +31.3% | -17.0% | +10.4% |
| 3Y | +8.4% | +51.9% | -43.5% | +1.9% |
| 5Y | +50.0% | +110.2% | -60.1% | +32.2% |
| 10Y | +142.2% | +56.7% | +85.5% | +74.1% |
| All | +142.2% | +63.1% | +79.1% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling