-5.0%
CI vs RRX
+9.8%
-14.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | -1.3% | -3.7% | +2.4% | -1.1% |
| 30D | +3.1% | -9.3% | +12.4% | +3.7% |
| 3M | -4.5% | -21.8% | +17.3% | -3.8% |
| 6M | +8.3% | -22.0% | +30.3% | +7.9% |
| YTD | +3.8% | +11.9% | -8.1% | -3.2% |
| 1Y | -5.0% | +11.6% | -16.6% | -10.2% |
| All | -5.0% | +9.8% | -14.9% | -10.2% |
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