+47.0%
CF vs RRX
+31.7%
+15.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | +1.4% |
| 7D | -0.9% | +12.3% | -13.2% | +2.0% |
| 30D | +6.9% | +9.5% | -2.6% | +9.7% |
| 3M | +4.8% | +1.8% | +3.1% | +6.2% |
| 6M | +4.7% | -15.3% | +20.0% | +3.8% |
| YTD | +56.5% | +29.6% | +26.9% | +55.9% |
| All | +47.0% | +31.7% | +15.3% | +44.2% |
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 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 · 6 months rolling