+238.9%
CRM vs RRC
+4.9%
+234.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.1% |
| 7D | -4.4% | -1.8% | -2.7% | -4.3% |
| 30D | +28.1% | +2.7% | +25.5% | +27.8% |
| 3M | +48.8% | +8.8% | +40.0% | +47.4% |
| 6M | +28.3% | -1.2% | +29.4% | +28.2% |
| YTD | -6.0% | +17.6% | -23.6% | -7.9% |
| 1Y | +1.4% | +18.4% | -17.0% | -0.9% |
| 3Y | +11.8% | +33.1% | -21.2% | +7.0% |
| 5Y | -2.0% | +148.2% | -150.2% | -12.2% |
| All | +238.9% | +4.9% | +234.0% | +171.5% |
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 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