+3,874.2%
RRX vs CHD
+10,220.8%
-6,346.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.4% | -2.7% | +6.1% | +4.0% |
| 30D | -11.1% | -4.6% | -6.5% | -10.3% |
| 3M | -23.7% | +5.0% | -28.8% | -24.8% |
| 6M | -22.0% | -3.2% | -18.8% | -21.7% |
| YTD | +16.5% | +18.6% | -2.2% | +11.8% |
| 1Y | +11.5% | +4.8% | +6.7% | +9.7% |
| 3Y | +1.5% | +6.1% | -4.6% | -1.7% |
| 5Y | +18.3% | +24.0% | -5.7% | +9.7% |
| 10Y | +209.8% | +124.5% | +85.3% | +146.4% |
| All | +3,874.2% | +10,220.8% | -6,346.7% | +1,865.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · 6 months rolling