-22.9%
RCL vs CRS
+81.8%
-104.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -2.5% | -4.1% | +1.7% | -1.7% |
| 30D | -15.7% | -16.6% | +0.9% | -12.8% |
| 3M | -3.6% | -14.3% | +10.6% | -1.5% |
| 6M | -8.7% | +11.6% | -20.2% | -10.8% |
| YTD | -6.2% | +42.6% | -48.7% | -8.7% |
| 1Y | -22.9% | +81.8% | -104.7% | -25.8% |
| All | -22.9% | +81.8% | -104.7% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling