+1,144.5%
RSP vs CRS
+6,445.8%
-5,301.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | +2.4% | +4.8% | -2.4% | +0.9% |
| 30D | +4.3% | -23.2% | +27.5% | +10.8% |
| 3M | -0.3% | -45.5% | +45.2% | +16.1% |
| 6M | +9.8% | -33.1% | +42.9% | +19.9% |
| YTD | +16.8% | -7.2% | +24.0% | +14.8% |
| 1Y | +19.5% | -10.0% | +29.5% | +18.3% |
| 3Y | +65.1% | +332.3% | -267.2% | -2.1% |
| 5Y | +48.7% | +801.9% | -753.2% | -32.7% |
| 10Y | +213.6% | +820.9% | -607.4% | +21.3% |
| All | +1,144.5% | +6,445.8% | -5,301.2% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling