+28.0%
CNH vs RRC
+23.4%
+4.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.0% |
| 7D | +23.3% | +1.3% | +22.0% | +23.4% |
| 30D | +33.5% | +10.1% | +23.3% | +35.2% |
| 3M | +32.7% | +4.0% | +28.7% | +33.9% |
| 6M | +22.2% | +1.6% | +20.6% | +23.0% |
| YTD | +57.7% | +19.7% | +38.0% | +59.1% |
| 1Y | +28.0% | +21.4% | +6.6% | +34.5% |
| All | +28.0% | +23.4% | +4.6% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling