+215.6%
RSP vs CRL
+400.8%
-185.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.0% |
| 7D | +0.4% | +4.4% | -3.9% | -1.0% |
| 30D | +3.7% | +17.1% | -13.4% | -1.2% |
| 3M | +0.8% | +32.1% | -31.3% | -7.5% |
| 6M | +9.1% | +98.9% | -89.8% | -11.6% |
| YTD | +16.7% | +77.1% | -60.4% | -3.4% |
| 1Y | +19.7% | +110.3% | -90.6% | -6.0% |
| 3Y | +66.7% | +108.5% | -41.8% | +22.5% |
| 5Y | +48.7% | -7.9% | +56.5% | +41.7% |
| 10Y | +215.6% | +368.9% | -153.4% | +62.9% |
| All | +215.6% | +400.8% | -185.3% | +62.9% |
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