+192.6%
CFG vs RRX
+70.4%
+122.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.3% |
| 7D | -0.8% | +5.4% | -6.2% | -2.7% |
| 30D | +3.1% | +12.0% | -8.9% | -1.6% |
| 3M | -9.7% | +6.1% | -15.8% | -12.4% |
| 6M | +6.7% | -13.2% | +19.9% | +8.9% |
| YTD | +15.2% | +31.0% | -15.8% | -4.6% |
| 1Y | +28.8% | +38.8% | -10.0% | +3.5% |
| All | +192.6% | +70.4% | +122.3% | +92.6% |
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 · 6 months rolling