+99.4%
CB vs RSG
+90.2%
+9.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -3.1% | +3.7% | -6.7% | -4.8% |
| 3M | +4.2% | +6.2% | -2.0% | +1.1% |
| 6M | +4.7% | -2.8% | +7.5% | +5.8% |
| YTD | +8.8% | +5.9% | +2.9% | +5.3% |
| 1Y | +22.6% | -1.8% | +24.4% | +23.1% |
| 3Y | +70.6% | +57.5% | +13.1% | +33.8% |
| 5Y | +99.4% | +91.1% | +8.4% | +39.3% |
| All | +99.4% | +90.2% | +9.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling