+209.8%
RSP vs CRS
+1,345.8%
-1,135.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -2.5% | -18.1% | +15.6% | +2.0% |
| 3M | +3.0% | -12.4% | +15.4% | +5.6% |
| 6M | +8.9% | +15.9% | -7.0% | +3.6% |
| YTD | +13.0% | +45.8% | -32.9% | +1.1% |
| 1Y | +16.2% | +87.8% | -71.5% | -3.4% |
| 3Y | +52.7% | +648.7% | -596.0% | -15.4% |
| 5Y | +50.5% | +1,416.6% | -1,366.2% | -34.3% |
| 10Y | +209.8% | +1,412.7% | -1,202.9% | +18.6% |
| All | +209.8% | +1,345.8% | -1,135.9% | +18.6% |
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