+51.6%
CME vs RRX
+3.6%
+48.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -1.0% |
| 7D | -0.6% | -0.7% | +0.1% | -0.7% |
| 30D | +4.7% | -8.0% | +12.6% | +4.0% |
| 3M | +7.8% | -25.1% | +32.9% | +5.8% |
| 6M | -11.0% | -18.3% | +7.3% | -11.8% |
| YTD | +4.0% | +14.2% | -10.1% | +5.5% |
| 1Y | +9.1% | +13.0% | -3.9% | +10.7% |
| All | +51.6% | +3.6% | +48.0% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling