+73.1%
CME vs RRX
+9.8%
+63.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.7% |
| 7D | +3.9% | +4.3% | -0.4% | +4.1% |
| 30D | +11.3% | +12.3% | -1.0% | +11.7% |
| 3M | +19.6% | +3.7% | +15.9% | +19.8% |
| 6M | +8.1% | -13.9% | +22.0% | +8.1% |
| YTD | +20.4% | +26.5% | -6.0% | +19.6% |
| 1Y | +16.5% | +29.3% | -12.8% | +15.6% |
| 3Y | +66.4% | +65.6% | +0.9% | +57.3% |
| All | +73.1% | +9.8% | +63.2% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling