+31.9%
RRX vs CRL
+97.0%
-65.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | +12.6% | +8.9% | +3.7% | +11.4% |
| 30D | +10.6% | +14.0% | -3.4% | +9.7% |
| 3M | +4.6% | +19.8% | -15.2% | +3.5% |
| 6M | -13.6% | +102.0% | -115.6% | -20.9% |
| YTD | +29.4% | +70.8% | -41.4% | +15.4% |
| 1Y | +31.9% | +98.7% | -66.8% | +9.6% |
| All | +31.9% | +97.0% | -65.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling