+420.8%
RSG vs CRL
+256.1%
+164.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.5% |
| 7D | 0.0% | -3.5% | +3.6% | +0.6% |
| 30D | +4.0% | -2.1% | +6.1% | +4.2% |
| 3M | +7.4% | +48.0% | -40.6% | +0.7% |
| 6M | +0.1% | +64.7% | -64.6% | -8.4% |
| YTD | +6.0% | +39.5% | -33.5% | -0.6% |
| 1Y | -3.0% | +74.2% | -77.2% | -12.9% |
| 3Y | +56.5% | +39.4% | +17.1% | +40.4% |
| 5Y | +90.9% | -36.9% | +127.8% | +106.1% |
| All | +420.8% | +256.1% | +164.8% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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