+10.9%
CMG vs RRX
+30.0%
-19.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.6% | +9.5% | +6.0% |
| 7D | +22.5% | +7.6% | +14.9% | +22.0% |
| 30D | +14.1% | +7.5% | +6.6% | +13.5% |
| 3M | +4.1% | -21.0% | +25.1% | +5.4% |
| 6M | +10.1% | -18.1% | +28.2% | +9.6% |
| YTD | -4.9% | +24.3% | -29.1% | -16.8% |
| 1Y | +10.9% | +29.3% | -18.4% | -6.7% |
| All | +10.9% | +30.0% | -19.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling