+6,781.2%
CME vs RRC
+1,242.5%
+5,538.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +6.2% | +10.1% | -3.9% | +4.7% |
| 3M | +10.4% | +4.0% | +6.4% | +9.6% |
| 6M | -9.5% | +1.6% | -11.1% | -10.0% |
| YTD | +6.0% | +19.7% | -13.7% | +2.8% |
| 1Y | +9.3% | +21.4% | -12.1% | +5.4% |
| 3Y | +57.7% | +29.7% | +28.0% | +47.4% |
| 5Y | +77.7% | +153.9% | -76.2% | +42.6% |
| 10Y | +281.2% | +10.8% | +270.4% | +216.0% |
| All | +6,781.2% | +1,242.5% | +5,538.7% | +2,908.9% |
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