+3,715.0%
RSG vs CRL
+1,379.5%
+2,335.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | +7.6% | +10.7% | -3.1% | +5.8% |
| 3M | +7.4% | +55.3% | -47.9% | -0.5% |
| 6M | -3.3% | +60.7% | -63.9% | -11.6% |
| YTD | +6.0% | +44.6% | -38.6% | -1.7% |
| 1Y | -3.7% | +77.7% | -81.4% | -14.2% |
| 3Y | +59.1% | +37.6% | +21.5% | +42.5% |
| 5Y | +89.0% | -35.8% | +124.9% | +91.5% |
| 10Y | +412.5% | +241.7% | +170.8% | +266.2% |
| All | +3,715.0% | +1,379.5% | +2,335.5% | +2,388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling