+215.7%
RSP vs CRL
+358.0%
-142.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.3% | +5.0% | -5.3% | -1.7% |
| 30D | +4.4% | +13.5% | -9.1% | +0.3% |
| 3M | +1.3% | +21.5% | -20.3% | -4.9% |
| 6M | +10.0% | +103.4% | -93.4% | -11.5% |
| YTD | +17.6% | +71.8% | -54.2% | -1.9% |
| 1Y | +19.2% | +97.5% | -78.3% | -4.7% |
| 3Y | +66.0% | +99.2% | -33.2% | +23.7% |
| 5Y | +50.4% | -12.1% | +62.6% | +45.5% |
| 10Y | +215.7% | +359.2% | -143.5% | +64.2% |
| All | +215.7% | +358.0% | -142.3% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling