+91.1%
RSG vs CRL
-37.6%
+128.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.4% |
| 7D | 0.0% | -4.6% | +4.6% | +0.3% |
| 30D | +3.7% | +0.5% | +3.2% | +3.6% |
| 3M | +6.2% | +46.6% | -40.5% | +3.1% |
| 6M | -2.8% | +57.3% | -60.0% | -6.4% |
| YTD | +5.9% | +39.5% | -33.6% | +2.9% |
| 1Y | -1.8% | +76.9% | -78.6% | -6.8% |
| 3Y | +57.5% | +39.4% | +18.1% | +49.7% |
| 5Y | +91.1% | -37.2% | +128.2% | +111.5% |
| All | +91.1% | -37.6% | +128.7% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling