+238.9%
CRM vs RSG
+428.9%
-190.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.5% |
| 7D | -4.4% | 0.0% | -4.5% | -4.4% |
| 30D | +28.1% | +4.0% | +24.2% | +25.3% |
| 3M | +48.8% | +7.4% | +41.5% | +43.1% |
| 6M | +28.3% | +0.1% | +28.1% | +27.5% |
| YTD | -6.0% | +6.0% | -12.0% | -9.7% |
| 1Y | +1.4% | -3.0% | +4.4% | +2.2% |
| 3Y | +11.8% | +56.5% | -44.6% | -18.2% |
| 5Y | -2.0% | +90.9% | -92.9% | -37.7% |
| All | +238.9% | +428.9% | -190.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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