+5,760.6%
CRM vs RSG
+1,760.8%
+3,999.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.2% |
| 3M | +48.8% | +7.4% | +41.5% | +42.8% |
| 6M | +28.3% | +0.1% | +28.1% | +27.3% |
| YTD | -6.0% | +6.0% | -12.0% | -10.0% |
| 1Y | +1.4% | -3.0% | +4.4% | +2.0% |
| 3Y | +11.8% | +56.5% | -44.6% | -17.3% |
| 5Y | -2.0% | +90.9% | -92.9% | -36.4% |
| 10Y | +239.6% | +428.7% | -189.1% | +17.2% |
| All | +5,760.6% | +1,760.8% | +3,999.8% | +725.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling