+26.8%
CP vs RRX
+16.1%
+10.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -0.7% | +5.4% | -6.1% | -1.9% |
| 30D | +9.6% | +12.0% | -2.4% | +6.4% |
| 3M | +2.2% | +6.1% | -3.9% | +0.2% |
| 6M | +11.1% | -13.2% | +24.3% | +12.4% |
| YTD | +28.2% | +31.0% | -2.8% | +15.0% |
| 1Y | +32.2% | +38.8% | -6.6% | +16.5% |
| 3Y | +35.5% | +70.3% | -34.8% | +7.9% |
| 5Y | +26.8% | +15.5% | +11.2% | +10.5% |
| All | +26.8% | +16.1% | +10.7% | +10.5% |
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 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