+305.2%
CG vs RRX
+228.4%
+76.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -3.7% |
| 7D | -9.9% | -0.3% | -9.5% | -9.7% |
| 30D | -11.7% | -6.1% | -5.5% | -8.8% |
| 3M | -4.3% | -23.1% | +18.8% | +7.8% |
| 6M | -8.8% | -19.5% | +10.8% | -2.4% |
| YTD | -26.9% | +16.1% | -42.9% | -38.4% |
| 1Y | -35.4% | +12.9% | -48.4% | -45.2% |
| 3Y | +43.0% | +7.9% | +35.1% | +19.3% |
| 5Y | +1.9% | +19.1% | -17.2% | -21.3% |
| All | +305.2% | +228.4% | +76.8% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling