+14.1%
CME vs RRC
+28.5%
-14.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.1% |
| 3M | +16.0% | +27.9% | -11.9% | +12.5% |
| 6M | +9.3% | +21.2% | -11.8% | +6.5% |
| YTD | +15.3% | +39.6% | -24.3% | +11.1% |
| All | +14.1% | +28.5% | -14.5% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling