+4,369.3%
CNC vs RRX
+952.9%
+3,416.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | -3.8% | -8.0% | +4.2% | -1.3% |
| 3M | -3.2% | -25.1% | +21.8% | +3.9% |
| 6M | +47.9% | -18.3% | +66.1% | +51.4% |
| YTD | +55.7% | +14.2% | +41.5% | +40.4% |
| 1Y | +106.2% | +13.0% | +93.2% | +86.1% |
| 3Y | -2.1% | +4.2% | -6.3% | -16.1% |
| 5Y | +3.4% | +17.9% | -14.5% | -19.6% |
| 10Y | +91.7% | +220.4% | -128.8% | -6.5% |
| All | +4,369.3% | +952.9% | +3,416.4% | +1,095.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling