-4.1%
CMG vs RRC
+134.0%
-138.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.5% | +6.4% | -3.9% | +1.8% |
| 30D | +15.6% | +23.9% | -8.3% | +12.6% |
| 3M | +8.2% | +30.2% | -22.0% | +4.8% |
| 6M | +9.9% | +26.3% | -16.4% | +6.6% |
| YTD | -4.6% | +48.1% | -52.7% | -9.7% |
| 1Y | +12.4% | +37.7% | -25.2% | +7.4% |
| 3Y | -18.0% | +60.3% | -78.3% | -24.2% |
| All | -4.1% | +134.0% | -138.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling