+34.8%
CNH vs RRC
-31.2%
+66.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.3% |
| 7D | -1.7% | -10.8% | +9.1% | +0.3% |
| 30D | -7.2% | +22.3% | -29.5% | -11.0% |
| 3M | +6.5% | +26.6% | -20.1% | +1.5% |
| 6M | +7.9% | +18.9% | -11.1% | +3.5% |
| YTD | +26.6% | +39.2% | -12.6% | +17.4% |
| 1Y | +13.8% | +34.0% | -20.2% | +6.1% |
| 3Y | +9.2% | +42.0% | -32.8% | -1.0% |
| 5Y | -15.6% | +111.9% | -127.5% | -31.7% |
| 10Y | +119.2% | +62.8% | +56.4% | +52.1% |
| All | +34.8% | -31.2% | +66.1% | +8.6% |
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 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