+1,127.7%
RSP vs CRL
+962.6%
+165.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -0.8% | -1.0% | +0.3% | -0.5% |
| 30D | -0.3% | +10.7% | -11.0% | -3.5% |
| 3M | +4.3% | +55.3% | -51.0% | -9.6% |
| 6M | +8.8% | +60.7% | -51.8% | -7.8% |
| YTD | +15.3% | +44.6% | -29.4% | +0.3% |
| 1Y | +18.3% | +77.7% | -59.5% | -4.3% |
| 3Y | +52.8% | +37.6% | +15.2% | +26.2% |
| 5Y | +51.7% | -35.8% | +87.5% | +56.5% |
| 10Y | +208.5% | +241.7% | -33.3% | +67.7% |
| All | +1,127.7% | +962.6% | +165.1% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling