+134.5%
CVE vs RRC
+59.4%
+75.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.6% |
| 7D | -16.1% | -10.8% | -5.3% | -12.2% |
| 30D | -10.4% | +22.3% | -32.7% | -18.1% |
| 3M | -2.4% | +26.6% | -29.0% | -12.1% |
| 6M | -4.4% | +18.9% | -23.4% | -11.7% |
| YTD | +64.9% | +39.2% | +25.8% | +42.8% |
| 1Y | +66.0% | +34.0% | +32.1% | +46.0% |
| 3Y | +57.7% | +42.0% | +15.6% | +33.3% |
| 5Y | +144.7% | +111.9% | +32.9% | +69.3% |
| All | +134.5% | +59.4% | +75.1% | +42.3% |
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