+122.5%
CRWV vs RNG
+156.3%
-33.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -0.4% | -6.1% | +5.7% | -0.5% |
| 30D | -17.4% | +9.6% | -27.0% | -17.5% |
| 3M | -7.1% | +83.3% | -90.4% | -9.4% |
| 6M | +8.6% | +77.9% | -69.4% | +6.8% |
| YTD | +24.3% | +139.9% | -115.7% | +16.0% |
| 1Y | -21.0% | +121.7% | -142.7% | -24.7% |
| All | +122.5% | +156.3% | -33.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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