+5.6%
CNC vs RRX
+17.8%
-12.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -1.0% | -6.1% | +5.2% | -0.5% |
| 3M | +4.5% | -23.1% | +27.6% | +6.2% |
| 6M | +85.2% | -19.5% | +104.8% | +86.5% |
| YTD | +61.4% | +16.1% | +45.3% | +54.7% |
| 1Y | +94.9% | +12.9% | +82.0% | +87.2% |
| 3Y | 0.0% | +7.9% | -7.9% | -4.2% |
| All | +5.6% | +17.8% | -12.2% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling