+5.3%
CI vs RRC
+17.8%
-12.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.5% |
| 7D | -1.6% | -10.8% | +9.3% | -1.2% |
| 30D | +5.4% | +22.3% | -16.9% | +2.6% |
| 3M | +7.3% | +26.6% | -19.4% | +4.3% |
| 6M | +5.3% | +18.9% | -13.6% | +1.9% |
| All | +5.3% | +17.8% | -12.5% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling