+188.5%
CFG vs RRX
+4.1%
+184.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +2.7% | +4.3% | -1.6% | +1.3% |
| 30D | -3.7% | -8.0% | +4.3% | -1.0% |
| 3M | +9.5% | -22.0% | +31.5% | +16.9% |
| 6M | +22.2% | -11.9% | +34.1% | +22.8% |
| YTD | +22.3% | +17.1% | +5.2% | +8.5% |
| 1Y | +39.4% | +14.9% | +24.6% | +23.7% |
| 3Y | +188.5% | +6.9% | +181.6% | +160.5% |
| All | +188.5% | +4.1% | +184.4% | +160.5% |
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 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