+10.3%
CNH vs RRC
+31.1%
-20.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +23.3% | +1.3% | +22.0% | +23.1% |
| 30D | +33.5% | +10.1% | +23.3% | +31.7% |
| 3M | +32.7% | +4.0% | +28.7% | +31.9% |
| 6M | +22.2% | +1.6% | +20.6% | +21.4% |
| YTD | +57.7% | +19.7% | +38.0% | +51.2% |
| 1Y | +28.0% | +21.4% | +6.6% | +21.5% |
| All | +10.3% | +31.1% | -20.7% | +0.6% |
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 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