+58.4%
CNH vs RRX
+196.7%
-138.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +47.6% |
| 6M | +24.9% | -19.5% | +44.4% | +35.6% |
| YTD | +48.7% | +16.1% | +32.6% | +29.6% |
| 1Y | +22.2% | +12.9% | +9.3% | +6.9% |
| 3Y | +7.4% | +7.9% | -0.5% | -10.9% |
| 5Y | +10.8% | +19.1% | -8.3% | -18.1% |
| 10Y | +154.7% | +225.8% | -71.2% | -6.1% |
| All | +58.4% | +196.7% | -138.3% | -40.9% |
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