0.0%
CNC vs RRX
+5.4%
-5.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -1.0% | -6.1% | +5.2% | -0.7% |
| 3M | +4.5% | -23.1% | +27.6% | +5.2% |
| 6M | +85.2% | -19.5% | +104.8% | +85.4% |
| YTD | +61.4% | +16.1% | +45.3% | +56.2% |
| 1Y | +94.9% | +12.9% | +82.0% | +88.8% |
| 3Y | 0.0% | +7.9% | -7.9% | -4.7% |
| All | 0.0% | +5.4% | -5.4% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling