+179.4%
RCL vs CRS
+653.3%
-473.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.8% |
| 7D | -0.5% | -3.1% | +2.6% | +0.5% |
| 30D | -17.3% | -19.6% | +2.3% | -11.6% |
| 3M | -2.8% | -8.1% | +5.3% | -1.1% |
| 6M | -4.4% | +18.6% | -23.0% | -10.2% |
| YTD | -4.2% | +45.9% | -50.0% | -16.5% |
| 1Y | -23.4% | +82.5% | -105.8% | -39.0% |
| 3Y | +179.4% | +648.9% | -469.5% | +57.5% |
| All | +179.4% | +653.3% | -473.9% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling