+1,570.4%
RRX vs CRL
+1,647.7%
-77.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +12.6% | +8.9% | +3.7% | +9.6% |
| 30D | +10.6% | +14.0% | -3.4% | +5.9% |
| 3M | +4.6% | +19.8% | -15.2% | -1.8% |
| 6M | -13.6% | +102.0% | -115.6% | -33.2% |
| YTD | +29.4% | +70.8% | -41.4% | +4.4% |
| 1Y | +31.9% | +98.7% | -66.8% | +1.0% |
| 3Y | +68.3% | +98.2% | -29.9% | +24.2% |
| 5Y | +13.2% | -11.7% | +24.9% | +5.4% |
| 10Y | +209.9% | +356.7% | -146.7% | +70.2% |
| All | +1,570.4% | +1,647.7% | -77.3% | +602.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling