+7,418.1%
CME vs RRC
+1,461.0%
+5,957.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +0.9% | -10.8% | +11.7% | +2.6% |
| 30D | +13.2% | +22.3% | -9.1% | +9.4% |
| 3M | +16.3% | +26.6% | -10.3% | +11.7% |
| 6M | +7.1% | +18.9% | -11.8% | +3.8% |
| YTD | +15.8% | +39.2% | -23.4% | +9.3% |
| 1Y | +17.1% | +34.0% | -16.9% | +11.0% |
| 3Y | +63.2% | +42.0% | +21.1% | +50.2% |
| 5Y | +70.2% | +111.9% | -41.7% | +41.0% |
| 10Y | +337.0% | +62.8% | +274.2% | +234.4% |
| All | +7,418.1% | +1,461.0% | +5,957.1% | +3,100.1% |
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