+7,463.6%
CI vs RRX
+3,904.5%
+3,559.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | +3.4% | -2.1% | +0.5% |
| 30D | +4.4% | -11.1% | +15.6% | +7.3% |
| 3M | +0.7% | -23.7% | +24.4% | +5.7% |
| 6M | +0.3% | -22.0% | +22.3% | +3.6% |
| YTD | +3.8% | +16.5% | -12.7% | -3.2% |
| 1Y | -5.5% | +11.5% | -17.0% | -11.4% |
| 3Y | +8.1% | +1.5% | +6.6% | -1.6% |
| 5Y | +42.8% | +18.3% | +24.5% | +20.9% |
| 10Y | +143.9% | +209.8% | -65.9% | +56.1% |
| All | +7,463.6% | +3,904.5% | +3,559.1% | +3,158.4% |
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 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