+801.7%
CRS vs RRC
+73.1%
+728.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +4.8% | +6.4% | -1.6% | +2.9% |
| 30D | -23.2% | +23.9% | -47.1% | -28.3% |
| 3M | -45.5% | +30.2% | -75.7% | -50.0% |
| 6M | -33.1% | +26.3% | -59.4% | -38.6% |
| YTD | -7.2% | +48.1% | -55.3% | -19.3% |
| 1Y | -10.0% | +37.7% | -47.7% | -20.3% |
| 3Y | +332.3% | +60.3% | +272.0% | +261.3% |
| 5Y | +801.9% | +135.3% | +666.6% | +539.7% |
| All | +801.7% | +73.1% | +728.7% | +443.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling