+4,368.6%
RRX vs CPB
+349.9%
+4,018.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.7% |
| 7D | +5.4% | -4.1% | +9.5% | +6.0% |
| 30D | +12.0% | +16.9% | -4.9% | +8.8% |
| 3M | +6.1% | -0.6% | +6.7% | +5.6% |
| 6M | -13.2% | +11.4% | -24.6% | -15.8% |
| YTD | +31.0% | -14.8% | +45.8% | +32.9% |
| 1Y | +38.8% | -24.8% | +63.5% | +43.9% |
| 3Y | +70.3% | -36.6% | +106.9% | +79.9% |
| 5Y | +15.5% | -33.3% | +48.9% | +19.3% |
| 10Y | +213.7% | -40.4% | +254.1% | +221.9% |
| All | +4,368.6% | +349.9% | +4,018.7% | +3,719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling