+223.6%
CP vs RRX
+216.7%
+6.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -0.7% |
| 7D | -2.7% | -3.7% | +1.1% | -1.5% |
| 30D | -3.4% | -9.3% | +5.9% | -0.4% |
| 3M | -0.6% | -21.8% | +21.2% | +5.4% |
| 6M | +6.3% | -22.0% | +28.3% | +11.3% |
| YTD | +21.2% | +11.9% | +9.2% | +10.7% |
| 1Y | +20.0% | +11.6% | +8.4% | +8.8% |
| 3Y | +18.7% | +2.2% | +16.5% | +5.0% |
| 5Y | +34.8% | +14.9% | +19.9% | +8.2% |
| All | +223.6% | +216.7% | +6.9% | +59.5% |
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