+82.7%
CRS vs RRC
+20.8%
+61.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.2% |
| 7D | -6.8% | -1.8% | -5.0% | -6.8% |
| 30D | -16.1% | +2.7% | -18.8% | -16.1% |
| 3M | -21.2% | +8.8% | -30.0% | -21.0% |
| 6M | +8.7% | -1.2% | +9.9% | +8.5% |
| YTD | +41.0% | +17.6% | +23.4% | +33.8% |
| 1Y | +82.7% | +18.4% | +64.2% | +70.4% |
| All | +82.7% | +20.8% | +61.9% | +70.4% |
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