+21.7%
CP vs RRX
+12.0%
+9.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -0.5% | -8.0% | +7.5% | +0.6% |
| 3M | +0.1% | -25.1% | +25.1% | +3.1% |
| 6M | +7.8% | -18.3% | +26.1% | +8.3% |
| YTD | +22.9% | +14.2% | +8.7% | +16.0% |
| All | +21.7% | +12.0% | +9.7% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling