+9,834.6%
CRS vs RRC
+1,198.8%
+8,635.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | -19.6% | +9.4% | -29.0% | -21.0% |
| 3M | -8.1% | +7.4% | -15.5% | -9.7% |
| 6M | +18.6% | +1.5% | +17.1% | +17.2% |
| YTD | +45.9% | +19.4% | +26.5% | +39.7% |
| 1Y | +82.5% | +24.2% | +58.2% | +73.0% |
| 3Y | +648.9% | +32.8% | +616.1% | +595.8% |
| 5Y | +1,438.1% | +152.9% | +1,285.2% | +1,130.7% |
| 10Y | +1,327.0% | +3.9% | +1,323.1% | +1,052.0% |
| All | +9,834.6% | +1,198.8% | +8,635.8% | +6,927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling