+78.7%
CME vs RRX
+14.8%
+63.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.3% |
| 7D | -2.4% | -3.7% | +1.4% | -2.4% |
| 30D | +6.2% | -9.3% | +15.5% | +6.1% |
| 3M | +4.4% | -21.8% | +26.2% | +4.1% |
| 6M | -9.6% | -22.0% | +12.4% | -9.9% |
| YTD | +3.8% | +11.9% | -8.2% | +2.6% |
| 1Y | +9.5% | +11.6% | -2.1% | +8.3% |
| 3Y | +51.9% | +2.2% | +49.7% | +50.8% |
| 5Y | +78.7% | +14.9% | +63.8% | +74.4% |
| All | +78.7% | +14.8% | +63.9% | +74.4% |
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 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