+362.4%
CFG vs RRX
+200.1%
+162.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.5% | +3.4% | -1.9% | -0.3% |
| 30D | -3.8% | -11.1% | +7.3% | +2.5% |
| 3M | +11.5% | -23.7% | +35.2% | +25.3% |
| 6M | +19.2% | -22.0% | +41.2% | +28.8% |
| YTD | +23.7% | +16.5% | +7.2% | +3.3% |
| 1Y | +38.8% | +11.5% | +27.3% | +17.5% |
| 3Y | +178.9% | +1.5% | +177.4% | +130.9% |
| 5Y | +101.8% | +18.3% | +83.5% | +42.1% |
| 10Y | +317.3% | +209.8% | +107.5% | +50.3% |
| All | +362.4% | +200.1% | +162.3% | +66.0% |
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