+322.0%
CMG vs RRX
+228.4%
+93.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.8% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | +10.9% | -6.1% | +17.0% | +12.6% |
| 3M | +15.8% | -23.1% | +38.9% | +22.2% |
| 6M | +6.9% | -19.5% | +26.5% | +9.7% |
| YTD | -2.2% | +16.1% | -18.2% | -11.0% |
| 1Y | -7.1% | +12.9% | -20.0% | -14.9% |
| 3Y | -7.1% | +7.9% | -15.1% | -17.8% |
| 5Y | -4.8% | +19.1% | -23.9% | -20.3% |
| All | +322.0% | +228.4% | +93.6% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling