+5,435.1%
CL vs RRC
+1,459.8%
+3,975.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | +5.9% | -6.9% | +12.8% | +6.2% |
| 30D | +13.8% | +25.4% | -11.7% | +12.8% |
| 3M | +6.4% | +31.9% | -25.5% | +5.3% |
| 6M | +15.6% | +17.2% | -1.6% | +14.8% |
| YTD | +27.9% | +43.4% | -15.5% | +26.0% |
| 1Y | +31.4% | +36.7% | -5.3% | +29.7% |
| 3Y | +41.4% | +38.8% | +2.5% | +38.8% |
| 5Y | +42.8% | +118.3% | -75.5% | +36.4% |
| 10Y | +79.7% | +67.7% | +12.0% | +65.8% |
| All | +5,435.1% | +1,459.8% | +3,975.2% | +4,526.7% |
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 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