+30.9%
CL vs RRC
+31.1%
-0.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.2% | +1.3% | -3.5% | -2.1% |
| 30D | -4.8% | +10.1% | -15.0% | -4.2% |
| 3M | +4.9% | +4.0% | +0.9% | +5.2% |
| 6M | -5.7% | +1.6% | -7.3% | -5.5% |
| YTD | +14.4% | +19.7% | -5.3% | +15.6% |
| 1Y | +8.7% | +21.4% | -12.7% | +10.3% |
| All | +30.9% | +31.1% | -0.2% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling