+879.7%
CRS vs RNG
+309.1%
+570.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.8% | -2.9% |
| 7D | -3.1% | -0.8% | -2.2% | -3.0% |
| 30D | -19.6% | +11.4% | -31.0% | -21.1% |
| 3M | -8.1% | +72.1% | -80.2% | -16.5% |
| 6M | +18.6% | +67.9% | -49.4% | +7.0% |
| YTD | +45.9% | +144.3% | -98.5% | +21.5% |
| 1Y | +82.5% | +117.5% | -35.1% | +54.7% |
| 3Y | +648.9% | +123.9% | +525.0% | +513.3% |
| 5Y | +1,438.1% | -70.1% | +1,508.2% | +1,510.5% |
| 10Y | +1,327.0% | +215.9% | +1,111.1% | +663.8% |
| All | +879.7% | +309.1% | +570.6% | +388.8% |
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