-70.5%
CBRS vs RRX
-16.3%
-54.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.5% | -4.0% |
| 7D | -18.4% | +7.6% | -26.0% | -22.2% |
| 30D | -49.4% | +7.5% | -56.9% | -51.7% |
| 3M | -59.6% | -21.0% | -38.5% | -54.0% |
| All | -70.5% | -16.3% | -54.2% | -68.5% |
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 · Available span rolling