+299.5%
CME vs RRC
+63.1%
+236.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | -10.3% | +9.8% | +0.1% |
| 30D | +8.5% | +19.5% | -10.9% | +7.2% |
| 3M | +16.0% | +27.9% | -11.9% | +14.1% |
| 6M | +9.3% | +21.2% | -11.8% | +7.8% |
| YTD | +15.3% | +39.6% | -24.3% | +12.6% |
| 1Y | +14.4% | +31.3% | -16.9% | +12.1% |
| 3Y | +59.9% | +51.9% | +8.0% | +54.2% |
| 5Y | +69.4% | +110.2% | -40.7% | +58.0% |
| 10Y | +299.5% | +56.7% | +242.8% | +247.8% |
| All | +299.5% | +63.1% | +236.4% | +247.8% |
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