+44.4%
CRL vs RRC
+33.1%
+11.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | +10.7% | +10.1% | +0.5% | +7.8% |
| 3M | +55.3% | +4.0% | +51.3% | +53.1% |
| 6M | +60.7% | +1.6% | +59.1% | +58.3% |
| YTD | +44.6% | +19.7% | +24.9% | +34.4% |
| 1Y | +77.7% | +21.4% | +56.3% | +63.3% |
| All | +44.4% | +33.1% | +11.3% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling