+101.5%
CFG vs RRX
+19.7%
+81.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +2.7% | +4.3% | -1.6% | +1.0% |
| 30D | -3.7% | -8.0% | +4.3% | -0.5% |
| 3M | +9.5% | -22.0% | +31.5% | +18.3% |
| 6M | +22.2% | -11.9% | +34.1% | +23.0% |
| YTD | +22.3% | +17.1% | +5.2% | +6.8% |
| 1Y | +39.4% | +14.9% | +24.6% | +21.8% |
| 3Y | +188.5% | +6.9% | +181.6% | +151.2% |
| 5Y | +101.5% | +19.6% | +82.0% | +68.9% |
| All | +101.5% | +19.7% | +81.8% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling