+354.1%
CRL vs RRC
+71.8%
+282.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +8.9% | +2.5% | +6.3% | +8.5% |
| 30D | +14.0% | +21.1% | -7.2% | +11.4% |
| 3M | +19.8% | +28.4% | -8.5% | +16.4% |
| 6M | +102.0% | +26.5% | +75.6% | +96.1% |
| YTD | +70.8% | +47.0% | +23.8% | +62.6% |
| 1Y | +98.7% | +35.2% | +63.5% | +90.8% |
| 3Y | +98.2% | +61.0% | +37.2% | +86.1% |
| 5Y | -11.7% | +133.6% | -145.3% | -20.9% |
| All | +354.1% | +71.8% | +282.2% | +251.4% |
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