+331.2%
RCL vs CRS
+1,409.1%
-1,077.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.9% |
| 7D | -2.5% | -4.1% | +1.7% | -0.3% |
| 30D | -15.7% | -16.6% | +0.9% | -7.1% |
| 3M | -3.6% | -14.3% | +10.6% | +3.2% |
| 6M | -8.7% | +11.6% | -20.2% | -16.1% |
| YTD | -6.2% | +42.6% | -48.7% | -26.7% |
| 1Y | -22.9% | +81.8% | -104.7% | -49.4% |
| 3Y | +173.6% | +632.1% | -458.5% | -29.8% |
| 5Y | +226.6% | +1,401.6% | -1,175.1% | -51.4% |
| All | +331.2% | +1,409.1% | -1,077.9% | -42.3% |
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