+344.1%
CRS vs RRC
+58.8%
+285.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | +7.4% | +2.5% | +4.9% | +6.7% |
| 30D | -21.2% | +21.1% | -42.4% | -25.5% |
| 3M | -43.3% | +28.4% | -71.7% | -47.4% |
| 6M | -29.4% | +26.5% | -55.8% | -34.6% |
| YTD | -4.7% | +47.0% | -51.7% | -18.1% |
| 1Y | -9.6% | +35.2% | -44.8% | -19.9% |
| All | +344.1% | +58.8% | +285.3% | +262.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling