+287.5%
CAH vs RRX
+228.4%
+59.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.4% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | +0.2% | -6.1% | +6.3% | +1.5% |
| 3M | +6.3% | -23.1% | +29.3% | +11.2% |
| 6M | +9.4% | -19.5% | +28.9% | +11.8% |
| YTD | +15.0% | +16.1% | -1.1% | +6.9% |
| 1Y | +55.4% | +12.9% | +42.5% | +44.4% |
| 3Y | +173.8% | +7.9% | +165.9% | +142.7% |
| 5Y | +395.2% | +19.1% | +376.1% | +302.7% |
| All | +287.5% | +228.4% | +59.1% | +91.8% |
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