-10.0%
CRS vs RRC
+36.3%
-46.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | +4.8% | +6.4% | -1.6% | +5.7% |
| 30D | -23.2% | +23.9% | -47.1% | -20.4% |
| 3M | -45.5% | +30.2% | -75.7% | -43.0% |
| 6M | -33.1% | +26.3% | -59.4% | -30.0% |
| YTD | -7.2% | +48.1% | -55.3% | -5.1% |
| 1Y | -10.0% | +37.7% | -47.7% | -8.5% |
| All | -10.0% | +36.3% | -46.3% | -8.5% |
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