-38.3%
CBRS vs RRX
-21.8%
-16.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -2.0% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | -26.8% | -6.1% | -20.6% | -23.9% |
| 3M | -15.3% | -23.1% | +7.8% | -5.2% |
| All | -38.3% | -21.8% | -16.5% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling