-35.4%
CG vs RRX
+15.2%
-50.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.7% |
| 7D | -9.9% | -0.3% | -9.5% | -9.8% |
| 30D | -11.7% | -6.1% | -5.5% | -10.2% |
| 3M | -4.3% | -23.1% | +18.8% | +1.8% |
| 6M | -8.8% | -19.5% | +10.8% | -5.2% |
| YTD | -26.9% | +16.1% | -42.9% | -35.8% |
| 1Y | -35.4% | +12.9% | -48.4% | -43.1% |
| All | -35.4% | +15.2% | -50.6% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling