-10.0%
CRM vs RNG
+179.4%
-189.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -6.2% | -9.6% | +3.4% | -2.8% |
| 30D | -1.2% | -1.4% | +0.2% | -1.0% |
| 3M | +19.1% | +28.8% | -9.6% | +8.4% |
| 6M | +23.0% | +65.6% | -42.6% | +1.5% |
| YTD | -13.7% | +171.4% | -185.1% | -37.6% |
| 1Y | -10.0% | +185.3% | -195.3% | -38.0% |
| All | -10.0% | +179.4% | -189.4% | -38.0% |
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