+4,850.5%
CL vs RRC
+1,202.2%
+3,648.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.2% | +1.3% | -3.5% | -2.2% |
| 30D | -4.8% | +10.1% | -15.0% | -5.1% |
| 3M | +4.9% | +4.0% | +0.9% | +4.7% |
| 6M | -5.7% | +1.6% | -7.3% | -5.9% |
| YTD | +14.4% | +19.7% | -5.3% | +13.5% |
| 1Y | +8.7% | +21.4% | -12.7% | +7.8% |
| 3Y | +30.0% | +29.7% | +0.3% | +27.9% |
| 5Y | +28.4% | +153.9% | -125.5% | +21.8% |
| 10Y | +50.1% | +10.8% | +39.3% | +40.7% |
| All | +4,850.5% | +1,202.2% | +3,648.3% | +4,067.2% |
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