+1,416.6%
CRS vs RRC
+154.4%
+1,262.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | -1.7% | +1.2% | 0.0% |
| 30D | -18.1% | +3.6% | -21.7% | -19.0% |
| 3M | -12.4% | +8.8% | -21.3% | -15.2% |
| 6M | +15.9% | +0.8% | +15.1% | +14.0% |
| YTD | +45.8% | +19.0% | +26.9% | +35.4% |
| 1Y | +87.8% | +22.9% | +64.8% | +71.4% |
| 3Y | +648.7% | +32.3% | +616.4% | +557.1% |
| 5Y | +1,416.6% | +151.6% | +1,265.1% | +896.1% |
| All | +1,416.6% | +154.4% | +1,262.3% | +896.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling