+223.2%
CP vs RRC
+7.9%
+215.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.6% |
| 30D | -0.5% | +9.4% | -10.0% | -1.6% |
| 3M | +1.4% | +7.4% | -6.0% | +0.5% |
| 6M | +10.3% | +1.5% | +8.9% | +9.7% |
| YTD | +24.3% | +19.4% | +4.9% | +21.2% |
| 1Y | +20.4% | +24.2% | -3.8% | +16.6% |
| 3Y | +21.8% | +32.8% | -11.0% | +15.6% |
| 5Y | +31.5% | +152.9% | -121.4% | +13.3% |
| 10Y | +223.2% | +3.9% | +219.4% | +194.0% |
| All | +223.2% | +7.9% | +215.3% | +194.0% |
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