+1,211.4%
CRL vs RRC
+2,183.8%
-972.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | +10.7% | +10.1% | +0.5% | +9.2% |
| 3M | +55.3% | +4.0% | +51.3% | +54.1% |
| 6M | +60.7% | +1.6% | +59.1% | +59.6% |
| YTD | +44.6% | +19.7% | +24.9% | +40.4% |
| 1Y | +77.7% | +21.4% | +56.3% | +71.9% |
| 3Y | +37.6% | +29.7% | +8.0% | +31.2% |
| 5Y | -35.8% | +153.9% | -189.7% | -45.5% |
| 10Y | +241.7% | +10.8% | +230.9% | +188.2% |
| All | +1,211.4% | +2,183.8% | -972.5% | +608.5% |
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