+6,651.5%
CME vs RRX
+1,116.2%
+5,535.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | +4.7% | -8.0% | +12.6% | +7.3% |
| 3M | +7.8% | -25.1% | +32.9% | +15.5% |
| 6M | -11.0% | -18.3% | +7.3% | -9.5% |
| YTD | +4.0% | +14.2% | -10.1% | -6.7% |
| 1Y | +9.1% | +13.0% | -3.9% | -3.0% |
| 3Y | +52.3% | +4.2% | +48.1% | +26.5% |
| 5Y | +76.1% | +17.9% | +58.2% | +31.0% |
| 10Y | +280.6% | +220.4% | +60.2% | +63.3% |
| All | +6,651.5% | +1,116.2% | +5,535.4% | +1,492.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling