+329.7%
CFG vs RRX
+225.8%
+103.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.8% |
| 7D | +3.2% | +4.3% | -1.1% | +0.7% |
| 30D | +5.1% | +12.3% | -7.2% | -2.8% |
| 3M | -11.2% | +3.7% | -14.9% | -14.6% |
| 6M | +9.6% | -13.9% | +23.5% | +12.5% |
| YTD | +15.0% | +26.5% | -11.5% | -10.0% |
| 1Y | +29.9% | +29.3% | +0.5% | -0.1% |
| 3Y | +192.1% | +65.6% | +126.5% | +75.7% |
| 5Y | +62.3% | +10.6% | +51.7% | +21.0% |
| 10Y | +219.2% | +202.9% | +16.3% | +13.6% |
| All | +329.7% | +225.8% | +103.9% | +44.8% |
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