+154.0%
CNH vs RRX
+228.4%
-74.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -1.4% |
| 7D | -5.7% | -0.3% | -5.3% | -5.6% |
| 30D | +26.6% | -6.1% | +32.7% | +30.6% |
| 3M | +31.1% | -23.1% | +54.1% | +47.4% |
| 6M | +24.9% | -19.5% | +44.4% | +35.5% |
| YTD | +48.7% | +16.1% | +32.6% | +29.8% |
| 1Y | +22.2% | +12.9% | +9.3% | +7.0% |
| 3Y | +7.4% | +7.9% | -0.5% | -10.6% |
| 5Y | +10.8% | +19.1% | -8.3% | -18.2% |
| All | +154.0% | +228.4% | -74.4% | -6.0% |
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