+246.7%
CB vs RRX
+222.4%
+24.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -1.0% | +5.4% | -6.4% | -2.3% |
| 30D | +7.3% | +12.0% | -4.7% | +4.2% |
| 3M | +7.0% | +6.1% | +0.9% | +4.9% |
| 6M | +16.3% | -13.2% | +29.6% | +17.1% |
| YTD | +19.7% | +31.0% | -11.2% | +6.0% |
| 1Y | +27.8% | +38.8% | -11.0% | +11.0% |
| 3Y | +72.0% | +70.3% | +1.7% | +28.6% |
| 5Y | +104.9% | +15.5% | +89.3% | +70.2% |
| 10Y | +246.7% | +213.7% | +33.0% | +79.1% |
| All | +246.7% | +222.4% | +24.3% | +79.1% |
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