+4,850.5%
CL vs RRX
+3,904.5%
+946.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +3.4% | -5.6% | -2.6% |
| 30D | -4.8% | -11.1% | +6.3% | -3.4% |
| 3M | +4.9% | -23.7% | +28.6% | +7.7% |
| 6M | -5.7% | -22.0% | +16.3% | -4.0% |
| YTD | +14.4% | +16.5% | -2.1% | +10.1% |
| 1Y | +8.7% | +11.5% | -2.8% | +4.9% |
| 3Y | +30.0% | +1.5% | +28.5% | +23.5% |
| 5Y | +28.4% | +18.3% | +10.1% | +17.2% |
| 10Y | +50.1% | +209.8% | -159.7% | +14.7% |
| All | +4,850.5% | +3,904.5% | +946.0% | +2,846.4% |
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