+629.1%
CRS vs RMD
+51.0%
+578.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.5% | -4.7% | +4.2% | +0.2% |
| 30D | -18.1% | +0.2% | -18.3% | -18.2% |
| 3M | -12.4% | +12.0% | -24.4% | -14.4% |
| 6M | +15.9% | -12.5% | +28.5% | +18.7% |
| YTD | +45.8% | -7.9% | +53.8% | +47.9% |
| 1Y | +87.8% | -20.4% | +108.1% | +95.2% |
| All | +629.1% | +51.0% | +578.0% | +596.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling