+1,127.7%
RSP vs CRS
+10,565.5%
-9,437.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.3% | -16.6% | +16.3% | +4.6% |
| 3M | +4.3% | -3.5% | +7.7% | +4.5% |
| 6M | +8.8% | +15.4% | -6.6% | +2.9% |
| YTD | +15.3% | +51.2% | -35.9% | +0.4% |
| 1Y | +18.3% | +98.3% | -80.0% | -5.9% |
| 3Y | +52.8% | +651.5% | -598.7% | -21.6% |
| 5Y | +51.7% | +1,411.1% | -1,359.4% | -39.9% |
| 10Y | +208.5% | +1,424.3% | -1,215.9% | +4.2% |
| All | +1,127.7% | +10,565.5% | -9,437.8% | +114.5% |
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