+5,967.0%
CF vs RRX
+622.4%
+5,344.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.0% | +3.4% | +2.6% | +4.4% |
| 30D | +14.8% | -11.1% | +26.0% | +20.7% |
| 3M | +14.1% | -23.7% | +37.8% | +24.6% |
| 6M | +28.5% | -22.0% | +50.5% | +32.4% |
| YTD | +74.9% | +16.5% | +58.5% | +45.3% |
| 1Y | +61.7% | +11.5% | +50.2% | +35.1% |
| 3Y | +80.3% | +1.5% | +78.8% | +41.7% |
| 5Y | +226.0% | +18.3% | +207.7% | +118.6% |
| 10Y | +569.9% | +209.8% | +360.1% | +143.4% |
| All | +5,967.0% | +622.4% | +5,344.6% | +1,088.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling