+1,095.1%
RSP vs CRH
+1,047.8%
+47.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -3.1% | -4.8% | +1.6% | -1.5% |
| 30D | -3.4% | -13.1% | +9.7% | +1.5% |
| 3M | +3.6% | -12.0% | +15.6% | +8.0% |
| 6M | +9.0% | -16.9% | +25.9% | +15.4% |
| YTD | +12.2% | -29.0% | +41.2% | +25.3% |
| 1Y | +15.6% | -20.3% | +35.9% | +23.3% |
| 3Y | +51.6% | +69.2% | -17.6% | +19.6% |
| 5Y | +50.4% | +94.6% | -44.2% | +10.5% |
| 10Y | +207.7% | +250.3% | -42.6% | +76.3% |
| All | +1,095.1% | +1,047.8% | +47.2% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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