+215.5%
RNG vs CRL
+249.3%
-33.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | +0.1% |
| 7D | -9.6% | -6.9% | -2.6% | -6.1% |
| 30D | +8.8% | -3.2% | +12.0% | +10.5% |
| 3M | +78.6% | +46.5% | +32.1% | +44.1% |
| 6M | +70.3% | +63.1% | +7.2% | +27.1% |
| YTD | +140.3% | +36.9% | +103.5% | +96.7% |
| 1Y | +126.6% | +78.1% | +48.5% | +57.9% |
| 3Y | +120.2% | +36.7% | +83.5% | +59.4% |
| 5Y | -68.3% | -38.1% | -30.2% | -62.7% |
| All | +215.5% | +249.3% | -33.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling