+1,323.2%
CRS vs RRC
+4.9%
+1,318.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -6.8% | -1.8% | -5.0% | -6.3% |
| 30D | -16.1% | +2.7% | -18.8% | -16.8% |
| 3M | -21.2% | +8.8% | -30.0% | -23.5% |
| 6M | +8.7% | -1.2% | +9.9% | +7.6% |
| YTD | +41.0% | +17.6% | +23.4% | +32.3% |
| 1Y | +82.7% | +18.4% | +64.2% | +70.3% |
| 3Y | +604.8% | +33.1% | +571.7% | +526.1% |
| 5Y | +1,384.7% | +148.2% | +1,236.5% | +944.4% |
| All | +1,323.2% | +4.9% | +1,318.3% | +852.1% |
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 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