+71.5%
RRX vs CRL
+100.7%
-29.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +5.4% | +5.0% | +0.4% | +3.8% |
| 30D | +12.0% | +13.5% | -1.5% | +7.6% |
| 3M | +6.1% | +21.5% | -15.4% | -0.5% |
| 6M | -13.2% | +103.4% | -116.6% | -33.4% |
| YTD | +31.0% | +71.8% | -40.8% | +5.3% |
| 1Y | +38.8% | +97.5% | -58.8% | +5.0% |
| All | +71.5% | +100.7% | -29.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling