+4,549.4%
RCL vs CRS
+8,640.2%
-4,090.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -19.0% | -16.6% | -2.4% | -12.1% |
| 3M | -9.6% | -3.5% | -6.1% | -9.2% |
| 6M | -6.7% | +15.4% | -22.1% | -14.1% |
| YTD | -3.9% | +51.2% | -55.1% | -23.5% |
| 1Y | -25.1% | +98.3% | -123.4% | -48.8% |
| 3Y | +179.1% | +651.5% | -472.4% | -4.8% |
| 5Y | +243.3% | +1,411.1% | -1,167.8% | -19.4% |
| 10Y | +325.8% | +1,424.3% | -1,098.6% | -6.2% |
| All | +4,549.4% | +8,640.2% | -4,090.8% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling