+52.0%
CI vs RRX
+16.1%
+35.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -1.3% | +5.4% | -6.7% | -1.6% |
| 30D | +6.4% | +12.0% | -5.6% | +5.6% |
| 3M | +10.7% | +6.1% | +4.6% | +10.1% |
| 6M | +5.5% | -13.2% | +18.7% | +6.0% |
| YTD | +11.4% | +31.0% | -19.6% | +7.6% |
| 1Y | +15.0% | +38.8% | -23.7% | +10.5% |
| 3Y | +9.0% | +70.3% | -61.3% | 0.0% |
| 5Y | +52.0% | +15.5% | +36.4% | +45.9% |
| All | +52.0% | +16.1% | +35.9% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling