+612.8%
CRS vs RNG
+120.1%
+492.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.1% |
| 7D | -4.1% | -9.6% | +5.5% | -3.0% |
| 30D | -16.6% | +8.8% | -25.4% | -17.5% |
| 3M | -14.3% | +78.6% | -92.9% | -20.6% |
| 6M | +11.6% | +70.3% | -58.7% | +2.9% |
| YTD | +42.6% | +140.3% | -97.8% | +21.2% |
| 1Y | +81.8% | +126.6% | -44.8% | +56.0% |
| All | +612.8% | +120.1% | +492.7% | +510.9% |
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 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