+97.4%
CB vs RRX
+19.7%
+77.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -0.6% | +4.3% | -4.9% | -0.9% |
| 30D | -3.9% | -8.0% | +4.1% | -3.3% |
| 3M | +4.9% | -22.0% | +26.9% | +6.2% |
| 6M | +3.3% | -11.9% | +15.2% | +2.6% |
| YTD | +8.5% | +17.1% | -8.6% | +4.1% |
| 1Y | +22.1% | +14.9% | +7.2% | +17.0% |
| 3Y | +70.1% | +6.9% | +63.2% | +61.6% |
| 5Y | +97.4% | +19.6% | +77.8% | +83.7% |
| All | +97.4% | +19.7% | +77.7% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling