+340.4%
CG vs RRX
+220.2%
+120.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -1.3% | +4.3% | -5.5% | -3.4% |
| 30D | -3.2% | -8.0% | +4.9% | +0.9% |
| 3M | +6.2% | -22.0% | +28.2% | +18.3% |
| 6M | -4.7% | -11.9% | +7.2% | -3.2% |
| YTD | -20.6% | +17.1% | -37.7% | -32.7% |
| 1Y | -26.4% | +14.9% | -41.3% | -37.4% |
| 3Y | +55.4% | +6.9% | +48.5% | +32.1% |
| 5Y | +9.8% | +19.6% | -9.7% | -13.4% |
| 10Y | +341.4% | +215.9% | +125.4% | +97.8% |
| All | +340.4% | +220.2% | +120.2% | +88.9% |
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 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