-5.6%
CAG vs RRX
+30.0%
-35.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.6% | +9.6% | +5.6% |
| 7D | +9.7% | +7.6% | +2.1% | +10.4% |
| 30D | +15.8% | +7.5% | +8.3% | +16.7% |
| 3M | +1.8% | -21.0% | +22.8% | +1.8% |
| 6M | +11.5% | -18.1% | +29.6% | +11.1% |
| YTD | -6.7% | +24.3% | -31.0% | -10.9% |
| 1Y | -5.6% | +29.3% | -34.9% | -10.9% |
| All | -5.6% | +30.0% | -35.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling