+220.4%
RRX vs CPB
-44.2%
+264.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -0.7% | -8.0% | +7.3% | -0.1% |
| 30D | -8.0% | -2.4% | -5.6% | -7.9% |
| 3M | -25.1% | +0.5% | -25.6% | -25.4% |
| 6M | -18.3% | -10.5% | -7.8% | -17.6% |
| YTD | +14.2% | -17.5% | +31.7% | +16.1% |
| 1Y | +13.0% | -31.0% | +44.1% | +17.3% |
| 3Y | +4.2% | -40.6% | +44.8% | +8.9% |
| 5Y | +17.9% | -37.7% | +55.6% | +21.1% |
| 10Y | +220.4% | -43.4% | +263.9% | +232.1% |
| All | +220.4% | -44.2% | +264.6% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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