+3,079.6%
CRS vs RSG
+2,015.5%
+1,064.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -16.1% | +4.0% | -20.1% | -17.6% |
| 3M | -21.2% | +7.4% | -28.5% | -24.1% |
| 6M | +8.7% | +0.1% | +8.6% | +7.2% |
| YTD | +41.0% | +6.0% | +35.0% | +35.3% |
| 1Y | +82.7% | -3.0% | +85.6% | +81.9% |
| 3Y | +604.8% | +56.5% | +548.3% | +460.1% |
| 5Y | +1,384.7% | +90.9% | +1,293.8% | +967.9% |
| 10Y | +1,362.3% | +428.7% | +933.6% | +615.8% |
| All | +3,079.6% | +2,015.5% | +1,064.0% | +994.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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