+471.5%
CF vs RRX
+200.5%
+271.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | +4.8% | +4.3% | +0.4% | +3.4% |
| 30D | +4.7% | +12.3% | -7.6% | 0.0% |
| 3M | +7.4% | +3.7% | +3.8% | +4.8% |
| 6M | +0.6% | -13.9% | +14.5% | +1.5% |
| YTD | +64.1% | +26.5% | +37.7% | +35.5% |
| 1Y | +51.4% | +29.3% | +22.1% | +23.2% |
| 3Y | +67.8% | +65.6% | +2.2% | +8.9% |
| 5Y | +114.1% | +10.6% | +103.5% | +61.8% |
| All | +471.5% | +200.5% | +271.0% | +99.3% |
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