+8.5%
CRCL vs RNG
+156.6%
-148.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -12.5% | -9.6% | -2.9% | -10.4% |
| 30D | +26.9% | +8.8% | +18.1% | +24.9% |
| 3M | +14.4% | +78.6% | -64.2% | -0.9% |
| 6M | -23.5% | +70.3% | -93.8% | -33.5% |
| YTD | +13.9% | +140.3% | -126.4% | -12.1% |
| 1Y | -20.6% | +126.6% | -147.2% | -37.5% |
| All | +8.5% | +156.6% | -148.1% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling