+83.5%
CRL vs RRC
+44.7%
+38.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.7% | -7.3% |
| 7D | -12.8% | -6.8% | -6.0% | -12.8% |
| 30D | +5.0% | +34.7% | -29.7% | +6.5% |
| 3M | +39.4% | +31.5% | +7.9% | +41.2% |
| 6M | +89.4% | +21.8% | +67.6% | +92.9% |
| YTD | +63.6% | +48.9% | +14.7% | +61.8% |
| 1Y | +83.5% | +42.1% | +41.4% | +80.5% |
| All | +83.5% | +44.7% | +38.8% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling