+6,620.0%
CME vs RRX
+1,116.2%
+5,503.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.5% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +4.2% | -8.0% | +12.2% | +6.8% |
| 3M | +7.3% | -25.1% | +32.4% | +15.0% |
| 6M | -11.4% | -18.3% | +6.9% | -9.9% |
| YTD | +3.5% | +14.2% | -10.6% | -7.2% |
| 1Y | +8.6% | +13.0% | -4.4% | -3.4% |
| 3Y | +51.6% | +4.2% | +47.4% | +25.9% |
| 5Y | +75.3% | +17.9% | +57.4% | +30.4% |
| 10Y | +278.8% | +220.4% | +58.4% | +62.5% |
| All | +6,620.0% | +1,116.2% | +5,503.8% | +1,484.8% |
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