+1,323.2%
CRS vs RRX
+228.4%
+1,094.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -3.6% |
| 7D | -6.8% | -0.3% | -6.4% | -6.7% |
| 30D | -16.1% | -6.1% | -10.0% | -12.7% |
| 3M | -21.2% | -23.1% | +1.9% | -9.2% |
| 6M | +8.7% | -19.5% | +28.2% | +19.7% |
| YTD | +41.0% | +16.1% | +24.9% | +17.0% |
| 1Y | +82.7% | +12.9% | +69.7% | +53.2% |
| 3Y | +604.8% | +7.9% | +596.8% | +442.9% |
| 5Y | +1,384.7% | +19.1% | +1,365.6% | +878.6% |
| All | +1,323.2% | +228.4% | +1,094.8% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling