+7,604.2%
CP vs RRC
+1,414.2%
+6,190.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | +2.8% | -10.8% | +13.6% | +4.1% |
| 30D | +10.2% | +22.3% | -12.1% | +7.5% |
| 3M | +2.4% | +26.6% | -24.3% | -0.6% |
| 6M | +7.7% | +18.9% | -11.3% | +5.1% |
| YTD | +26.0% | +39.2% | -13.2% | +20.6% |
| 1Y | +34.6% | +34.0% | +0.7% | +29.3% |
| 3Y | +26.7% | +42.0% | -15.3% | +19.5% |
| 5Y | +24.9% | +111.9% | -87.0% | +10.0% |
| 10Y | +258.6% | +62.8% | +195.8% | +190.6% |
| All | +7,604.2% | +1,414.2% | +6,190.1% | +5,438.2% |
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