+124.2%
RNG vs CRL
+38.7%
+85.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -4.1% | -4.6% | +0.5% | -2.6% |
| 30D | +8.6% | +0.5% | +8.2% | +8.4% |
| 3M | +78.0% | +46.6% | +31.4% | +57.1% |
| 6M | +67.0% | +57.3% | +9.8% | +43.1% |
| YTD | +142.4% | +39.5% | +102.9% | +114.8% |
| 1Y | +120.4% | +76.9% | +43.6% | +81.2% |
| All | +124.2% | +38.7% | +85.5% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling