-0.8%
CRM vs RSP
+50.5%
-51.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.0% |
| 7D | -4.4% | -1.9% | -2.6% | -2.2% |
| 30D | +28.1% | -2.8% | +30.9% | +32.7% |
| 3M | +48.8% | +2.8% | +46.0% | +44.1% |
| 6M | +28.3% | +10.2% | +18.1% | +13.5% |
| YTD | -6.0% | +13.1% | -19.1% | -19.6% |
| 1Y | +1.4% | +14.8% | -13.3% | -15.0% |
| 3Y | +11.8% | +52.6% | -40.8% | -35.7% |
| All | -0.8% | +50.5% | -51.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 5y: compounded portfolio wealth divided by compounded RSP 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…
5y analysis · Full analysis span regression · 6 months rolling