+1,416.6%
CRS vs RMD
-22.9%
+1,439.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.5% | -4.7% | +4.2% | +0.7% |
| 30D | -18.1% | +0.2% | -18.3% | -18.3% |
| 3M | -12.4% | +12.0% | -24.4% | -15.6% |
| 6M | +15.9% | -12.5% | +28.5% | +19.7% |
| YTD | +45.8% | -7.9% | +53.8% | +48.1% |
| 1Y | +87.8% | -20.4% | +108.1% | +98.4% |
| 3Y | +648.7% | +53.1% | +595.6% | +520.6% |
| 5Y | +1,416.6% | -22.1% | +1,438.8% | +1,334.6% |
| All | +1,416.6% | -22.9% | +1,439.5% | +1,334.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling