+54.2%
RSP vs CRS
+653.3%
-599.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.5% |
| 7D | -0.4% | -3.1% | +2.7% | 0.0% |
| 30D | -1.5% | -19.6% | +18.1% | +1.5% |
| 3M | +4.8% | -8.1% | +12.9% | +5.6% |
| 6M | +10.3% | +18.6% | -8.3% | +6.5% |
| YTD | +14.1% | +45.9% | -31.8% | +6.5% |
| 1Y | +17.0% | +82.5% | -65.5% | +4.7% |
| 3Y | +54.2% | +648.9% | -594.7% | +10.2% |
| All | +54.2% | +653.3% | -599.1% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling