+5,676.4%
CRM vs RSP
+759.8%
+4,916.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -0.9% |
| 7D | -5.0% | -1.8% | -3.2% | -2.9% |
| 30D | +23.6% | -2.5% | +26.2% | +27.3% |
| 3M | +39.6% | +3.0% | +36.6% | +35.1% |
| 6M | +23.4% | +8.9% | +14.5% | +11.6% |
| YTD | -7.4% | +13.0% | -20.3% | -19.8% |
| 1Y | -2.3% | +16.2% | -18.6% | -18.2% |
| 3Y | +10.5% | +52.7% | -42.2% | -32.0% |
| 5Y | -4.7% | +50.5% | -55.2% | -39.0% |
| 10Y | +234.7% | +209.8% | +24.9% | -10.0% |
| All | +5,676.4% | +759.8% | +4,916.6% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling