+56.5%
RSG vs CRL
+38.6%
+17.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.7% |
| 7D | 0.0% | -3.5% | +3.6% | +0.1% |
| 30D | +4.0% | -2.1% | +6.1% | +4.0% |
| 3M | +7.4% | +48.0% | -40.6% | +6.3% |
| 6M | +0.1% | +64.7% | -64.6% | -1.3% |
| YTD | +6.0% | +39.5% | -33.5% | +5.2% |
| 1Y | -3.0% | +74.2% | -77.2% | -4.6% |
| 3Y | +56.5% | +39.4% | +17.1% | +54.7% |
| All | +56.5% | +38.6% | +17.9% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling