+204.4%
RSP vs CRL
+241.6%
-37.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.3% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -1.5% | +5.0% | -6.5% | -2.9% |
| 3M | +4.8% | +50.6% | -45.8% | -7.2% |
| 6M | +10.3% | +60.9% | -50.7% | -5.3% |
| YTD | +14.1% | +40.7% | -26.7% | +1.3% |
| 1Y | +17.0% | +73.3% | -56.3% | -3.0% |
| 3Y | +54.2% | +40.6% | +13.6% | +28.5% |
| 5Y | +51.5% | -37.0% | +88.5% | +63.2% |
| 10Y | +204.4% | +244.3% | -39.9% | +67.5% |
| All | +204.4% | +241.6% | -37.2% | +67.5% |
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 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