+23.7%
RSP vs CRCL
+34.8%
-11.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.9% |
| 7D | -1.8% | +4.9% | -6.7% | -1.9% |
| 30D | -2.5% | +38.7% | -41.2% | -3.3% |
| 3M | +3.0% | +14.7% | -11.7% | +2.5% |
| 6M | +8.9% | -16.9% | +25.8% | +8.8% |
| YTD | +13.0% | +17.3% | -4.3% | +11.6% |
| 1Y | +16.2% | -21.2% | +37.4% | +15.6% |
| All | +23.7% | +34.8% | -11.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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