+9,832.2%
CRS vs RRX
+3,824.6%
+6,007.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -18.1% | -8.0% | -10.1% | -14.6% |
| 3M | -12.4% | -25.1% | +12.6% | -0.7% |
| 6M | +15.9% | -18.3% | +34.2% | +25.1% |
| YTD | +45.8% | +14.2% | +31.7% | +30.3% |
| 1Y | +87.8% | +13.0% | +74.7% | +67.8% |
| 3Y | +648.7% | +4.2% | +644.5% | +553.9% |
| 5Y | +1,416.6% | +17.9% | +1,398.8% | +1,122.2% |
| 10Y | +1,412.7% | +220.4% | +1,192.2% | +696.5% |
| All | +9,832.2% | +3,824.6% | +6,007.6% | +3,457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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