+274.2%
CME vs RRX
+228.4%
+45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | 0.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.6% |
| 30D | +5.6% | -6.1% | +11.7% | +6.4% |
| 3M | +5.6% | -23.1% | +28.6% | +8.6% |
| 6M | -8.3% | -19.5% | +11.3% | -7.3% |
| YTD | +4.3% | +16.1% | -11.7% | -1.8% |
| 1Y | +9.1% | +12.9% | -3.8% | +2.7% |
| 3Y | +52.1% | +7.9% | +44.1% | +37.7% |
| 5Y | +79.7% | +19.1% | +60.6% | +51.3% |
| All | +274.2% | +228.4% | +45.8% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling