+1,403.5%
RRX vs CRL
+1,379.5%
+24.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.7% |
| 7D | +3.4% | -1.0% | +4.5% | +3.8% |
| 30D | -11.1% | +10.7% | -21.8% | -14.2% |
| 3M | -23.7% | +55.3% | -79.0% | -35.1% |
| 6M | -22.0% | +60.7% | -82.6% | -35.0% |
| YTD | +16.5% | +44.6% | -28.1% | -0.5% |
| 1Y | +11.5% | +77.7% | -66.2% | -11.7% |
| 3Y | +1.5% | +37.6% | -36.1% | -15.6% |
| 5Y | +18.3% | -35.8% | +54.1% | +21.6% |
| 10Y | +209.8% | +241.7% | -31.9% | +86.2% |
| All | +1,403.5% | +1,379.5% | +24.0% | +569.5% |
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 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