+76.3%
CL vs RRC
+63.1%
+13.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +0.5% | -10.3% | +10.8% | +0.7% |
| 30D | +11.6% | +19.5% | -7.9% | +11.2% |
| 3M | +5.6% | +27.9% | -22.3% | +5.2% |
| 6M | +13.2% | +21.2% | -8.0% | +12.7% |
| YTD | +26.9% | +39.6% | -12.6% | +26.1% |
| 1Y | +27.3% | +31.3% | -3.9% | +26.6% |
| 3Y | +39.7% | +51.9% | -12.2% | +38.1% |
| 5Y | +41.3% | +110.2% | -68.8% | +37.5% |
| 10Y | +76.3% | +56.7% | +19.6% | +54.8% |
| All | +76.3% | +63.1% | +13.2% | +54.8% |
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