+11.8%
CRM vs RNG
+119.8%
-107.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -6.1% | +1.7% | -2.5% |
| 30D | +28.1% | +9.6% | +18.5% | +24.8% |
| 3M | +48.8% | +83.3% | -34.5% | +23.6% |
| 6M | +28.3% | +77.9% | -49.7% | +7.5% |
| YTD | -6.0% | +139.9% | -145.9% | -28.3% |
| 1Y | +1.4% | +121.7% | -120.2% | -21.2% |
| 3Y | +11.8% | +121.9% | -110.0% | -14.7% |
| All | +11.8% | +119.8% | -107.9% | -14.7% |
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