+19.5%
RSP vs CRS
-14.1%
+33.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +2.4% | +4.8% | -2.4% | +1.9% |
| 30D | +4.3% | -23.2% | +27.5% | +6.2% |
| 3M | -0.3% | -45.5% | +45.2% | +5.2% |
| 6M | +9.8% | -33.1% | +42.9% | +12.4% |
| YTD | +16.8% | -7.2% | +24.0% | +15.6% |
| 1Y | +19.5% | -10.0% | +29.5% | +18.8% |
| All | +19.5% | -14.1% | +33.6% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling