+244.3%
CRL vs RRC
+7.9%
+236.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | +5.0% | +9.4% | -4.5% | +3.9% |
| 3M | +50.6% | +7.4% | +43.2% | +49.1% |
| 6M | +60.9% | +1.5% | +59.5% | +60.1% |
| YTD | +40.7% | +19.4% | +21.4% | +37.3% |
| 1Y | +73.3% | +24.2% | +49.1% | +68.1% |
| 3Y | +40.6% | +32.8% | +7.8% | +35.0% |
| 5Y | -37.0% | +152.9% | -189.9% | -43.7% |
| 10Y | +244.3% | +3.9% | +240.4% | +190.3% |
| All | +244.3% | +7.9% | +236.4% | +190.3% |
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