+1,434.2%
CRL vs RRC
+2,555.6%
-1,121.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.9% | +10.8% | +8.2% |
| 7D | -6.1% | -10.8% | +4.7% | -4.7% |
| 30D | +12.4% | +22.3% | -9.9% | +9.2% |
| 3M | +27.1% | +26.6% | +0.5% | +22.8% |
| 6M | +85.7% | +18.9% | +66.8% | +80.4% |
| YTD | +69.2% | +39.2% | +30.0% | +60.5% |
| 1Y | +97.5% | +34.0% | +63.6% | +88.1% |
| 3Y | +86.1% | +42.0% | +44.1% | +74.9% |
| 5Y | -10.0% | +111.9% | -121.9% | -21.9% |
| 10Y | +395.0% | +62.8% | +332.2% | +294.3% |
| All | +1,434.2% | +2,555.6% | -1,121.4% | +710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling