-9.7%
CRL vs RRC
+110.6%
-120.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.9% | +10.8% | +8.4% |
| 7D | -6.1% | -10.8% | +4.7% | -4.0% |
| 30D | +12.4% | +22.3% | -9.9% | +7.6% |
| 3M | +27.1% | +26.6% | +0.5% | +20.7% |
| 6M | +85.7% | +18.9% | +66.8% | +77.9% |
| YTD | +69.2% | +39.2% | +30.0% | +55.6% |
| 1Y | +97.5% | +34.0% | +63.6% | +83.0% |
| 3Y | +86.1% | +42.0% | +44.1% | +68.0% |
| All | -9.7% | +110.6% | -120.4% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling