+159.5%
CVE vs RRX
+9.8%
+149.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.2% |
| 7D | +5.9% | +4.3% | +1.6% | +4.8% |
| 30D | -10.9% | +12.3% | -23.2% | -13.6% |
| 3M | -4.5% | +3.7% | -8.2% | -5.9% |
| 6M | -1.0% | -13.9% | +12.9% | +0.4% |
| YTD | +74.7% | +26.5% | +48.3% | +53.0% |
| 1Y | +65.8% | +29.3% | +36.5% | +43.6% |
| 3Y | +73.2% | +65.6% | +7.6% | +31.7% |
| All | +159.5% | +9.8% | +149.7% | +110.5% |
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