+380.7%
CRM vs RNG
+301.7%
+79.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.7% |
| 3M | +48.8% | +83.3% | -34.5% | +21.9% |
| 6M | +28.3% | +77.9% | -49.7% | +5.8% |
| YTD | -6.0% | +139.9% | -145.9% | -31.1% |
| 1Y | +1.4% | +121.7% | -120.2% | -24.0% |
| 3Y | +11.8% | +121.9% | -110.0% | -21.1% |
| 5Y | -2.0% | -68.4% | +66.3% | +15.3% |
| 10Y | +239.6% | +220.0% | +19.6% | +76.4% |
| All | +380.7% | +301.7% | +79.0% | +128.6% |
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 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