+7,769.7%
CP vs RRX
+4,247.4%
+3,522.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +2.1% | +4.3% | -2.2% | +0.8% |
| 30D | +9.3% | +12.3% | -3.0% | +4.7% |
| 3M | +0.5% | +3.7% | -3.2% | -1.7% |
| 6M | +10.4% | -13.9% | +24.3% | +12.0% |
| YTD | +28.7% | +26.5% | +2.2% | +14.2% |
| 1Y | +33.2% | +29.3% | +3.9% | +17.0% |
| 3Y | +38.4% | +65.6% | -27.1% | +7.7% |
| 5Y | +26.2% | +10.6% | +15.5% | +7.9% |
| 10Y | +258.4% | +202.9% | +55.5% | +116.3% |
| All | +7,769.7% | +4,247.4% | +3,522.3% | +3,035.7% |
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