+28.6%
RCL vs CRS
-28.2%
+56.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.0% |
| 7D | +0.6% | +4.4% | -3.8% | -0.5% |
| 30D | +19.4% | -19.1% | +38.6% | +23.9% |
| 3M | +9.8% | -43.2% | +53.0% | +25.7% |
| 6M | +28.6% | -28.9% | +57.5% | +19.5% |
| All | +28.6% | -28.2% | +56.8% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling