+7,539.9%
CP vs RRX
+3,904.5%
+3,635.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.7% | +3.4% | -6.1% | -3.7% |
| 30D | +0.2% | -11.1% | +11.3% | +3.7% |
| 3M | +2.6% | -23.7% | +26.3% | +9.3% |
| 6M | +6.0% | -22.0% | +28.0% | +10.9% |
| YTD | +24.9% | +16.5% | +8.5% | +14.8% |
| 1Y | +20.1% | +11.5% | +8.6% | +11.0% |
| 3Y | +16.4% | +1.5% | +14.9% | +5.6% |
| 5Y | +31.7% | +18.3% | +13.5% | +10.9% |
| 10Y | +223.9% | +209.8% | +14.1% | +96.0% |
| All | +7,539.9% | +3,904.5% | +3,635.4% | +3,052.7% |
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