-4.5%
CRS vs RRC
+44.7%
-49.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -2.1% |
| 7D | +4.3% | -6.8% | +11.1% | +3.4% |
| 30D | -25.5% | +34.7% | -60.2% | -22.0% |
| 3M | -48.7% | +31.5% | -80.2% | -46.3% |
| 6M | -31.6% | +21.8% | -53.4% | -28.8% |
| YTD | -7.0% | +48.9% | -55.9% | -5.1% |
| 1Y | -4.5% | +42.1% | -46.6% | -3.1% |
| All | -4.5% | +44.7% | -49.2% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling