+3,727.2%
CRS vs RL
+1,366.2%
+2,361.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +0.8% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -16.6% | -7.8% | -8.9% | -13.9% |
| 3M | -3.5% | -4.0% | +0.5% | -2.5% |
| 6M | +15.4% | -1.9% | +17.3% | +15.4% |
| YTD | +51.2% | -0.2% | +51.4% | +49.3% |
| 1Y | +98.3% | +10.7% | +87.6% | +87.2% |
| 3Y | +651.5% | +210.8% | +440.8% | +344.1% |
| 5Y | +1,411.1% | +238.2% | +1,172.9% | +744.8% |
| 10Y | +1,424.3% | +313.4% | +1,111.0% | +663.9% |
| All | +3,727.2% | +1,366.2% | +2,361.0% | +1,137.0% |
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