+27.2%
CP vs RRC
+134.0%
-106.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +2.1% | +6.4% | -4.2% | +1.3% |
| 30D | +9.3% | +23.9% | -14.6% | +5.9% |
| 3M | +0.5% | +30.2% | -29.7% | -3.4% |
| 6M | +10.4% | +26.3% | -15.8% | +6.4% |
| YTD | +28.7% | +48.1% | -19.4% | +20.6% |
| 1Y | +33.2% | +37.7% | -4.5% | +26.1% |
| 3Y | +38.4% | +60.3% | -21.9% | +25.7% |
| All | +27.2% | +134.0% | -106.8% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling