+142.1%
CI vs RRX
+228.4%
-86.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.7% | -0.9% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | +1.8% | -6.1% | +7.9% | +3.1% |
| 3M | -4.2% | -23.1% | +18.8% | +0.2% |
| 6M | +8.8% | -19.5% | +28.4% | +11.2% |
| YTD | +3.7% | +16.1% | -12.3% | -4.0% |
| 1Y | -6.1% | +12.9% | -19.1% | -12.9% |
| 3Y | +4.5% | +7.9% | -3.5% | -7.4% |
| 5Y | +50.5% | +19.1% | +31.4% | +21.7% |
| All | +142.1% | +228.4% | -86.3% | +17.4% |
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