+4,100.0%
CMG vs RRC
+64.2%
+4,035.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | +7.1% | +10.1% | -3.0% | +5.8% |
| 3M | +31.2% | +4.0% | +27.2% | +30.3% |
| 6M | +0.7% | +1.6% | -0.9% | 0.0% |
| YTD | -0.1% | +19.7% | -19.8% | -3.0% |
| 1Y | -10.7% | +21.4% | -32.2% | -13.7% |
| 3Y | -4.7% | +29.7% | -34.3% | -10.0% |
| 5Y | -3.8% | +153.9% | -157.6% | -20.0% |
| 10Y | +352.5% | +10.8% | +341.7% | +288.0% |
| All | +4,100.0% | +64.2% | +4,035.8% | +2,277.4% |
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 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