+1,350.3%
CRS vs RNG
-68.4%
+1,418.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -6.8% | -6.1% | -0.7% | -5.9% |
| 30D | -16.1% | +9.6% | -25.7% | -17.4% |
| 3M | -21.2% | +83.3% | -104.5% | -28.9% |
| 6M | +8.7% | +77.9% | -69.3% | -2.7% |
| YTD | +41.0% | +139.9% | -99.0% | +17.4% |
| 1Y | +82.7% | +121.7% | -39.0% | +53.9% |
| 3Y | +604.8% | +121.9% | +482.9% | +474.1% |
| All | +1,350.3% | -68.4% | +1,418.7% | +1,326.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling