+3,874.2%
RRX vs CPB
+325.7%
+3,548.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +0.7% |
| 7D | +3.4% | -8.6% | +12.0% | +4.9% |
| 30D | -11.1% | -7.2% | -3.9% | -10.1% |
| 3M | -23.7% | +0.9% | -24.6% | -24.4% |
| 6M | -22.0% | -11.8% | -10.2% | -21.0% |
| YTD | +16.5% | -19.4% | +35.9% | +19.8% |
| 1Y | +11.5% | -30.4% | +41.9% | +17.4% |
| 3Y | +1.5% | -40.2% | +41.7% | +8.5% |
| 5Y | +18.3% | -39.5% | +57.8% | +24.8% |
| 10Y | +209.8% | -47.4% | +257.2% | +226.9% |
| All | +3,874.2% | +325.7% | +3,548.4% | +3,342.8% |
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