+10.2%
CNH vs RRX
+14.8%
-4.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -0.9% | -2.1% |
| 7D | -2.5% | -3.7% | +1.3% | -0.9% |
| 30D | +27.0% | -9.3% | +36.3% | +32.2% |
| 3M | +32.6% | -21.8% | +54.4% | +44.8% |
| 6M | +23.6% | -22.0% | +45.6% | +34.1% |
| YTD | +47.8% | +11.9% | +35.9% | +35.7% |
| 1Y | +21.3% | +11.6% | +9.7% | +10.5% |
| 3Y | +7.0% | +2.2% | +4.8% | -2.6% |
| 5Y | +10.2% | +14.9% | -4.7% | -6.6% |
| All | +10.2% | +14.8% | -4.6% | -6.6% |
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