+149.5%
CNH vs RRC
+7.9%
+141.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +8.8% | -1.2% | +10.0% | +9.0% |
| 30D | +24.7% | +9.4% | +15.2% | +22.6% |
| 3M | +27.3% | +7.4% | +20.0% | +25.4% |
| 6M | +23.2% | +1.5% | +21.7% | +22.0% |
| YTD | +48.9% | +19.4% | +29.5% | +42.8% |
| 1Y | +19.4% | +24.2% | -4.8% | +13.1% |
| 3Y | +7.8% | +32.8% | -25.0% | -0.7% |
| 5Y | +8.7% | +152.9% | -144.2% | -14.4% |
| 10Y | +149.5% | +3.9% | +145.7% | +84.9% |
| All | +149.5% | +7.9% | +141.6% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling