+213.7%
RRX vs CPB
-40.1%
+253.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.6% |
| 7D | +5.4% | -4.1% | +9.5% | +5.6% |
| 30D | +12.0% | +16.9% | -4.9% | +10.8% |
| 3M | +6.1% | -0.6% | +6.7% | +6.1% |
| 6M | -13.2% | +11.4% | -24.6% | -14.4% |
| YTD | +31.0% | -14.8% | +45.8% | +32.9% |
| 1Y | +38.8% | -24.8% | +63.5% | +42.7% |
| 3Y | +70.3% | -36.6% | +106.9% | +76.8% |
| 5Y | +15.5% | -33.3% | +48.9% | +17.7% |
| 10Y | +213.7% | -40.4% | +254.1% | +230.3% |
| All | +213.7% | -40.1% | +253.8% | +230.3% |
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