+7,539.9%
CP vs RRC
+1,202.2%
+6,337.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | +0.2% | +10.1% | -10.0% | -1.0% |
| 3M | +2.6% | +4.0% | -1.4% | +2.0% |
| 6M | +6.0% | +1.6% | +4.4% | +5.4% |
| YTD | +24.9% | +19.7% | +5.2% | +21.9% |
| 1Y | +20.1% | +21.4% | -1.3% | +16.8% |
| 3Y | +16.4% | +29.7% | -13.3% | +11.1% |
| 5Y | +31.7% | +153.9% | -122.1% | +13.7% |
| 10Y | +223.9% | +10.8% | +213.0% | +174.3% |
| All | +7,539.9% | +1,202.2% | +6,337.7% | +5,499.6% |
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