-0.8%
CRM vs RRX
+17.8%
-18.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.7% | +1.2% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +28.1% | -6.1% | +34.3% | +29.7% |
| 3M | +48.8% | -23.1% | +71.9% | +54.8% |
| 6M | +28.3% | -19.5% | +47.8% | +28.9% |
| YTD | -6.0% | +16.1% | -22.1% | -18.4% |
| 1Y | +1.4% | +12.9% | -11.5% | -11.6% |
| 3Y | +11.8% | +7.9% | +3.9% | -5.1% |
| All | -0.8% | +17.8% | -18.7% | -20.3% |
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 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