+27.8%
CB vs RRX
+36.7%
-8.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.4% |
| 7D | -1.0% | +5.4% | -6.4% | -0.6% |
| 30D | +7.3% | +12.0% | -4.7% | +8.4% |
| 3M | +7.0% | +6.1% | +0.9% | +7.8% |
| 6M | +16.3% | -13.2% | +29.6% | +15.9% |
| YTD | +19.7% | +31.0% | -11.2% | +18.8% |
| 1Y | +27.8% | +38.8% | -11.0% | +26.4% |
| All | +27.8% | +36.7% | -8.9% | +26.4% |
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