+47.9%
CNC vs RRX
-12.9%
+60.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.9% |
| 7D | -4.9% | -0.7% | -4.1% | -4.9% |
| 30D | -3.8% | -8.0% | +4.2% | -4.3% |
| 3M | -3.2% | -25.1% | +21.8% | -5.1% |
| 6M | +47.9% | -18.3% | +66.1% | +45.3% |
| All | +47.9% | -12.9% | +60.8% | +45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling