+4,872.3%
CNC vs RRC
+1,857.5%
+3,014.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.2% | +6.4% | -4.2% | +1.4% |
| 30D | +1.6% | +23.9% | -22.3% | -1.5% |
| 3M | +7.9% | +30.2% | -22.3% | +4.0% |
| 6M | +21.2% | +26.3% | -5.1% | +17.0% |
| YTD | +73.2% | +48.1% | +25.1% | +63.6% |
| 1Y | +97.5% | +37.7% | +59.8% | +88.1% |
| 3Y | -1.2% | +60.3% | -61.5% | -9.3% |
| 5Y | -6.1% | +135.3% | -141.3% | -21.0% |
| 10Y | +181.3% | +73.3% | +107.9% | +113.9% |
| All | +4,872.3% | +1,857.5% | +3,014.9% | +2,176.6% |
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 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