+215.7%
RSP vs CRS
+882.2%
-666.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.2% |
| 7D | -0.3% | +4.4% | -4.7% | -1.4% |
| 30D | +4.4% | -19.1% | +23.6% | +8.7% |
| 3M | +1.3% | -43.2% | +44.5% | +14.5% |
| 6M | +10.0% | -28.9% | +38.9% | +16.9% |
| YTD | +17.6% | -3.0% | +20.6% | +14.5% |
| 1Y | +19.2% | -5.3% | +24.5% | +16.6% |
| 3Y | +66.0% | +363.5% | -297.5% | +1.7% |
| 5Y | +50.4% | +858.2% | -807.7% | -28.1% |
| 10Y | +215.7% | +862.9% | -647.2% | +33.1% |
| All | +215.7% | +882.2% | -666.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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