+53.0%
RSP vs CRL
-35.5%
+88.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.8% | -1.0% | +0.3% | -0.6% |
| 30D | -0.3% | +10.7% | -11.0% | -2.5% |
| 3M | +4.3% | +55.3% | -51.0% | -5.3% |
| 6M | +8.8% | +60.7% | -51.8% | -2.7% |
| YTD | +15.3% | +44.6% | -29.4% | +5.1% |
| 1Y | +18.3% | +77.7% | -59.5% | +2.5% |
| 3Y | +52.8% | +37.6% | +15.2% | +34.9% |
| All | +53.0% | -35.5% | +88.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling