+68.0%
CNH vs RRC
-40.9%
+108.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +23.3% | +1.3% | +22.0% | +23.0% |
| 30D | +33.5% | +10.1% | +23.3% | +31.1% |
| 3M | +32.7% | +4.0% | +28.7% | +31.4% |
| 6M | +22.2% | +1.6% | +20.6% | +21.0% |
| YTD | +57.7% | +19.7% | +38.0% | +51.1% |
| 1Y | +28.0% | +21.4% | +6.6% | +21.8% |
| 3Y | +11.5% | +29.7% | -18.1% | +3.2% |
| 5Y | +11.9% | +153.9% | -142.0% | -12.3% |
| 10Y | +162.8% | +10.8% | +152.0% | +96.5% |
| All | +68.0% | -40.9% | +108.8% | +39.8% |
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