-31.6%
CRCL vs RNG
+179.4%
-211.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -6.8% | -9.6% | +2.7% | -4.5% |
| 30D | -8.6% | -1.4% | -7.2% | -8.3% |
| 3M | +20.3% | +28.8% | -8.4% | +14.4% |
| 6M | -36.3% | +65.6% | -101.9% | -42.7% |
| YTD | -4.0% | +171.4% | -175.4% | -26.9% |
| 1Y | -31.6% | +185.3% | -216.9% | -48.0% |
| All | -31.6% | +179.4% | -211.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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