+29.5%
CL vs RRX
+4.3%
+25.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +3.4% | -5.6% | -2.2% |
| 30D | -4.8% | -11.1% | +6.3% | -4.9% |
| 3M | +4.9% | -23.7% | +28.6% | +4.7% |
| 6M | -5.7% | -22.0% | +16.3% | -6.0% |
| YTD | +14.4% | +16.5% | -2.1% | +14.4% |
| 1Y | +8.7% | +11.5% | -2.8% | +8.7% |
| All | +29.5% | +4.3% | +25.2% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling