+39.9%
CL vs RRC
+110.6%
-70.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -2.2% |
| 7D | +1.3% | -10.8% | +12.2% | +1.1% |
| 30D | +11.4% | +22.3% | -11.0% | +11.8% |
| 3M | +4.4% | +26.6% | -22.2% | +4.9% |
| 6M | +10.8% | +18.9% | -8.2% | +11.2% |
| YTD | +25.1% | +39.2% | -14.1% | +25.8% |
| 1Y | +28.0% | +34.0% | -6.0% | +28.6% |
| 3Y | +37.6% | +42.0% | -4.4% | +38.5% |
| All | +39.9% | +110.6% | -70.8% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling