+5,676.4%
CRM vs RRC
+395.2%
+5,281.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -5.0% | -1.7% | -3.2% | -4.6% |
| 30D | +23.6% | +3.6% | +20.0% | +22.8% |
| 3M | +39.6% | +8.8% | +30.8% | +37.1% |
| 6M | +23.4% | +0.8% | +22.7% | +22.8% |
| YTD | -7.4% | +19.0% | -26.3% | -11.1% |
| 1Y | -2.3% | +22.9% | -25.2% | -7.2% |
| 3Y | +10.5% | +32.3% | -21.8% | +1.5% |
| 5Y | -4.7% | +151.6% | -156.3% | -26.5% |
| 10Y | +234.7% | +5.5% | +229.2% | +169.7% |
| All | +5,676.4% | +395.2% | +5,281.1% | +2,602.7% |
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