+17.9%
RRX vs CRL
-37.6%
+55.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | -0.7% | -4.6% | +3.9% | +0.8% |
| 30D | -8.0% | +0.5% | -8.5% | -8.2% |
| 3M | -25.1% | +46.6% | -71.7% | -35.7% |
| 6M | -18.3% | +57.3% | -75.5% | -32.4% |
| YTD | +14.2% | +39.5% | -25.4% | -2.3% |
| 1Y | +13.0% | +76.9% | -63.8% | -12.7% |
| 3Y | +4.2% | +39.4% | -35.2% | -15.4% |
| 5Y | +17.9% | -37.2% | +55.0% | +2.6% |
| All | +17.9% | -37.6% | +55.5% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling