+7,715.0%
CME vs RRX
+1,247.2%
+6,467.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | +3.9% | +4.3% | -0.4% | +2.5% |
| 30D | +11.3% | +12.3% | -1.0% | +6.4% |
| 3M | +19.6% | +3.7% | +15.9% | +16.6% |
| 6M | +8.1% | -13.9% | +22.0% | +8.8% |
| YTD | +20.4% | +26.5% | -6.0% | +3.3% |
| 1Y | +16.5% | +29.3% | -12.8% | -1.2% |
| 3Y | +66.4% | +65.6% | +0.9% | +15.6% |
| 5Y | +74.5% | +10.6% | +63.8% | +34.5% |
| 10Y | +308.5% | +202.9% | +105.6% | +81.4% |
| All | +7,715.0% | +1,247.2% | +6,467.8% | +1,663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling