+6.8%
CNH vs RRX
+1.6%
+5.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -0.9% | -2.1% |
| 7D | -2.5% | -3.7% | +1.3% | -1.0% |
| 30D | +27.0% | -9.3% | +36.3% | +31.7% |
| 3M | +32.6% | -21.8% | +54.4% | +43.8% |
| 6M | +23.6% | -22.0% | +45.6% | +33.2% |
| YTD | +47.8% | +11.9% | +35.9% | +37.4% |
| 1Y | +21.3% | +11.6% | +9.7% | +12.1% |
| All | +6.8% | +1.6% | +5.2% | +1.8% |
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