-7.6%
CMG vs RRC
+31.0%
-38.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -6.5% | -1.7% | -4.7% | -6.4% |
| 30D | +12.1% | +3.6% | +8.5% | +11.9% |
| 3M | +20.6% | +8.8% | +11.7% | +20.0% |
| 6M | +2.1% | +0.8% | +1.3% | +1.8% |
| YTD | -2.6% | +19.0% | -21.6% | -4.3% |
| 1Y | -8.7% | +22.9% | -31.6% | -10.8% |
| All | -7.6% | +31.0% | -38.6% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling