+84.1%
CAG vs RSG
+2,015.5%
-1,931.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -2.4% | +4.0% | -6.4% | -3.0% |
| 3M | +9.8% | +7.4% | +2.4% | +8.5% |
| 6M | -10.8% | +0.1% | -10.9% | -10.9% |
| YTD | -10.8% | +6.0% | -16.8% | -11.7% |
| 1Y | -19.0% | -3.0% | -16.0% | -18.6% |
| 3Y | -39.7% | +56.5% | -96.2% | -44.0% |
| 5Y | -43.0% | +90.9% | -133.9% | -48.8% |
| 10Y | -36.0% | +428.7% | -464.8% | -50.0% |
| All | +84.1% | +2,015.5% | -1,931.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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