+8.9%
CRCL vs RNG
+156.2%
-147.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -11.2% | -6.1% | -5.1% | -9.9% |
| 30D | +27.1% | +9.6% | +17.5% | +24.9% |
| 3M | +9.6% | +83.3% | -73.7% | -5.7% |
| 6M | -19.7% | +77.9% | -97.6% | -31.0% |
| YTD | +14.2% | +139.9% | -125.7% | -11.8% |
| 1Y | -32.2% | +121.7% | -153.9% | -46.5% |
| All | +8.9% | +156.2% | -147.3% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling