+280.6%
CME vs RRC
+4.5%
+276.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.5% |
| 30D | +4.7% | +3.6% | +1.1% | +4.4% |
| 3M | +7.8% | +8.8% | -1.0% | +7.2% |
| 6M | -11.0% | +0.8% | -11.8% | -11.1% |
| YTD | +4.0% | +19.0% | -14.9% | +2.8% |
| 1Y | +9.1% | +22.9% | -13.8% | +7.5% |
| 3Y | +52.3% | +32.3% | +20.0% | +48.1% |
| 5Y | +76.1% | +151.6% | -75.5% | +62.8% |
| 10Y | +280.6% | +5.5% | +275.1% | +236.8% |
| All | +280.6% | +4.5% | +276.0% | +236.8% |
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