+51.5%
RSP vs CRS
+1,394.1%
-1,342.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.4% |
| 7D | -0.4% | -3.1% | +2.7% | +0.2% |
| 30D | -1.5% | -19.6% | +18.1% | +2.4% |
| 3M | +4.8% | -8.1% | +12.9% | +5.9% |
| 6M | +10.3% | +18.6% | -8.3% | +5.5% |
| YTD | +14.1% | +45.9% | -31.8% | +4.4% |
| 1Y | +17.0% | +82.5% | -65.5% | +1.4% |
| 3Y | +54.2% | +648.9% | -594.7% | -5.8% |
| 5Y | +51.5% | +1,438.1% | -1,386.6% | -24.5% |
| All | +51.5% | +1,394.1% | -1,342.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling