+574.3%
CF vs RRX
+214.6%
+359.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.9% | +4.3% | -5.2% | -2.2% |
| 30D | +18.1% | -8.0% | +26.1% | +21.1% |
| 3M | +23.4% | -22.0% | +45.4% | +30.8% |
| 6M | +17.1% | -11.9% | +29.0% | +14.7% |
| YTD | +76.2% | +17.1% | +59.1% | +50.8% |
| 1Y | +62.3% | +14.9% | +47.4% | +38.2% |
| 3Y | +71.8% | +6.9% | +64.9% | +38.7% |
| 5Y | +234.6% | +19.6% | +215.0% | +133.9% |
| 10Y | +574.3% | +215.9% | +358.3% | +145.5% |
| All | +574.3% | +214.6% | +359.7% | +145.5% |
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 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