-37.7%
CAG vs RRX
+228.4%
-266.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.0% |
| 7D | -5.7% | -0.3% | -5.3% | -5.7% |
| 30D | -2.4% | -6.1% | +3.7% | -1.9% |
| 3M | +9.8% | -23.1% | +32.8% | +11.6% |
| 6M | -10.8% | -19.5% | +8.7% | -10.2% |
| YTD | -10.8% | +16.1% | -26.9% | -13.8% |
| 1Y | -19.0% | +12.9% | -31.9% | -21.7% |
| 3Y | -39.7% | +7.9% | -47.6% | -42.6% |
| 5Y | -43.0% | +19.1% | -62.1% | -47.8% |
| All | -37.7% | +228.4% | -266.1% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling