+7,463.6%
CI vs RRC
+1,202.2%
+6,261.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.3% | +1.3% | 0.0% | +1.2% |
| 30D | +4.4% | +10.1% | -5.7% | +3.6% |
| 3M | +0.7% | +4.0% | -3.3% | +0.3% |
| 6M | +0.3% | +1.6% | -1.2% | +0.1% |
| YTD | +3.8% | +19.7% | -15.9% | +2.0% |
| 1Y | -5.5% | +21.4% | -26.9% | -7.4% |
| 3Y | +8.1% | +29.7% | -21.6% | +4.3% |
| 5Y | +42.8% | +153.9% | -111.1% | +27.0% |
| 10Y | +143.9% | +10.8% | +133.1% | +111.8% |
| All | +7,463.6% | +1,202.2% | +6,261.4% | +5,730.3% |
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