-1.5%
CNC vs RRC
+31.5%
-33.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | +0.8% | +3.0% | -2.2% | +0.7% |
| 3M | +0.1% | +7.3% | -7.2% | -0.2% |
| 6M | +79.7% | +3.6% | +76.1% | +79.0% |
| YTD | +58.9% | +19.4% | +39.6% | +58.1% |
| 1Y | +109.1% | +21.4% | +87.7% | +107.8% |
| All | -1.5% | +31.5% | -33.0% | -4.8% |
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