+317.2%
RNG vs CRL
+630.6%
-313.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.2% |
| 7D | +4.6% | +0.1% | +4.5% | +4.4% |
| 30D | +0.4% | +11.9% | -11.5% | -6.3% |
| 3M | +11.4% | +20.2% | -8.7% | -0.4% |
| 6M | +95.7% | +107.5% | -11.9% | +27.5% |
| YTD | +162.9% | +69.4% | +93.5% | +88.8% |
| 1Y | +180.3% | +99.7% | +80.5% | +82.9% |
| 3Y | +188.3% | +98.8% | +89.6% | +64.3% |
| 5Y | -72.5% | -12.4% | -60.1% | -73.8% |
| 10Y | +236.7% | +352.9% | -116.2% | +12.6% |
| All | +317.2% | +630.6% | -313.4% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling