+1,339.5%
CRS vs RL
+308.3%
+1,031.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | -4.1% | -2.2% | -1.9% | -3.0% |
| 30D | -16.6% | -15.3% | -1.2% | -8.6% |
| 3M | -14.3% | -10.3% | -3.9% | -9.9% |
| 6M | +11.6% | -2.2% | +13.8% | +11.2% |
| YTD | +42.6% | -4.3% | +46.9% | +43.0% |
| 1Y | +81.8% | +8.9% | +73.0% | +69.2% |
| 3Y | +632.1% | +201.4% | +430.6% | +259.8% |
| 5Y | +1,401.6% | +230.6% | +1,171.1% | +567.9% |
| All | +1,339.5% | +308.3% | +1,031.1% | +481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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