+4,577.2%
CNC vs RRC
+1,482.4%
+3,094.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +3.5% | +1.3% | +2.2% | +3.4% |
| 30D | +0.1% | +10.1% | -10.0% | -1.1% |
| 3M | +6.9% | +4.0% | +2.9% | +6.3% |
| 6M | +49.0% | +1.6% | +47.4% | +48.4% |
| YTD | +62.9% | +19.7% | +43.2% | +58.8% |
| 1Y | +134.0% | +21.4% | +112.6% | +127.0% |
| 3Y | +9.4% | +29.7% | -20.2% | +3.4% |
| 5Y | +4.1% | +153.9% | -149.7% | -13.6% |
| 10Y | +95.4% | +10.8% | +84.6% | +58.2% |
| All | +4,577.2% | +1,482.4% | +3,094.8% | +2,109.1% |
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