+14.3%
CL vs RRX
-14.2%
+28.5%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.1% |
| 7D | -0.8% | +5.4% | -6.2% | +0.2% |
| 30D | +9.5% | +12.0% | -2.5% | +12.1% |
| 3M | +6.8% | +6.1% | +0.6% | +8.4% |
| 6M | +14.3% | -13.2% | +27.5% | +13.5% |
| All | +14.3% | -14.2% | +28.5% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling