+28.1%
CL vs RRX
+19.7%
+8.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -1.4% | +4.3% | -5.6% | -1.5% |
| 30D | -5.2% | -8.0% | +2.8% | -5.0% |
| 3M | +3.3% | -22.0% | +25.3% | +3.7% |
| 6M | -4.4% | -11.9% | +7.5% | -4.6% |
| YTD | +13.9% | +17.1% | -3.2% | +12.6% |
| 1Y | +7.6% | +14.9% | -7.3% | +6.3% |
| 3Y | +29.6% | +6.9% | +22.7% | +27.7% |
| 5Y | +28.1% | +19.6% | +8.5% | +23.0% |
| All | +28.1% | +19.7% | +8.3% | +23.0% |
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