+73.0%
CB vs RSG
+66.5%
+6.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | +7.4% | +15.0% | -7.7% | +0.9% |
| 3M | +8.6% | +18.5% | -9.9% | +0.7% |
| 6M | +16.1% | +25.8% | -9.6% | +4.8% |
| YTD | +20.2% | +20.8% | -0.6% | +9.9% |
| 1Y | +27.2% | +24.8% | +2.4% | +14.5% |
| All | +73.0% | +66.5% | +6.6% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling