+130.1%
CVE vs RRX
+238.3%
-108.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -2.6% |
| 7D | -10.1% | +12.3% | -22.4% | -15.3% |
| 30D | -12.1% | +9.5% | -21.6% | -16.6% |
| 3M | -1.9% | +1.8% | -3.7% | -4.3% |
| 6M | -1.8% | -15.3% | +13.5% | +0.8% |
| YTD | +65.8% | +29.6% | +36.2% | +28.7% |
| 1Y | +60.8% | +34.1% | +26.8% | +21.4% |
| 3Y | +70.1% | +74.0% | -3.9% | -2.1% |
| 5Y | +134.8% | +14.7% | +120.1% | +63.5% |
| 10Y | +130.1% | +229.4% | -99.3% | -27.7% |
| All | +130.1% | +238.3% | -108.2% | -27.7% |
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 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