+1,142.9%
RSP vs CRS
+6,576.0%
-5,433.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +3.7% | -22.9% | +26.6% | +10.1% |
| 3M | +0.7% | -46.8% | +47.5% | +18.1% |
| 6M | +9.0% | -30.4% | +39.5% | +17.8% |
| YTD | +16.7% | -5.4% | +22.0% | +14.1% |
| 1Y | +19.0% | -9.0% | +27.9% | +17.4% |
| 3Y | +64.7% | +352.2% | -287.4% | -3.6% |
| 5Y | +49.6% | +852.2% | -802.7% | -33.4% |
| 10Y | +213.2% | +862.6% | -649.5% | +19.6% |
| All | +1,142.9% | +6,576.0% | -5,433.0% | +143.9% |
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