+13.3%
RRX vs CAI
-11.0%
+24.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -3.7% | -5.1% | +1.3% | -3.4% |
| 30D | -9.3% | +3.9% | -13.2% | -9.6% |
| 3M | -21.8% | +40.1% | -61.9% | -24.0% |
| 6M | -22.0% | +29.7% | -51.7% | -24.6% |
| YTD | +11.9% | -10.9% | +22.8% | +12.2% |
| 1Y | +11.6% | -28.0% | +39.6% | +14.1% |
| All | +13.3% | -11.0% | +24.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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