+19.6%
RRX vs CPB
-38.5%
+58.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.6% |
| 7D | +4.3% | -8.2% | +12.5% | +4.2% |
| 30D | -8.0% | -5.6% | -2.4% | -8.1% |
| 3M | -22.0% | +3.0% | -25.0% | -22.2% |
| 6M | -11.9% | -12.7% | +0.8% | -11.2% |
| YTD | +17.1% | -18.0% | +35.1% | +18.5% |
| 1Y | +14.9% | -31.7% | +46.6% | +17.5% |
| 3Y | +6.9% | -41.0% | +47.8% | +9.2% |
| 5Y | +19.6% | -38.4% | +57.9% | +20.3% |
| All | +19.6% | -38.5% | +58.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling