+360.5%
RCL vs CRS
+882.2%
-521.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.8% |
| 7D | +0.6% | +4.4% | -3.8% | -2.0% |
| 30D | +19.4% | -19.1% | +38.6% | +31.0% |
| 3M | +9.8% | -43.2% | +53.0% | +46.2% |
| 6M | +28.6% | -28.9% | +57.5% | +48.5% |
| YTD | +22.2% | -3.0% | +25.1% | +14.6% |
| 1Y | +29.7% | -5.3% | +35.0% | +23.1% |
| 3Y | +265.3% | +363.5% | -98.2% | +16.2% |
| 5Y | +301.8% | +858.2% | -556.4% | -27.5% |
| 10Y | +360.5% | +862.9% | -502.4% | -29.7% |
| All | +360.5% | +882.2% | -521.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling