+2,355.9%
CRS vs RL
+1,549.7%
+806.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.1% |
| 7D | +4.4% | -4.4% | +8.7% | +6.4% |
| 30D | -19.1% | +5.6% | -24.7% | -21.0% |
| 3M | -43.2% | -0.6% | -42.6% | -43.3% |
| 6M | -28.9% | +15.5% | -44.3% | -34.0% |
| YTD | -3.0% | +12.3% | -15.3% | -9.1% |
| 1Y | -5.3% | +19.3% | -24.6% | -13.6% |
| 3Y | +363.5% | +255.5% | +108.0% | +158.7% |
| 5Y | +858.2% | +247.1% | +611.1% | +430.0% |
| 10Y | +862.9% | +346.0% | +516.9% | +364.6% |
| All | +2,355.9% | +1,549.7% | +806.2% | +653.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling