+1,551.5%
CB vs RSG
+2,310.7%
-759.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | +7.4% | +15.0% | -7.7% | +1.9% |
| 3M | +8.6% | +18.5% | -9.9% | +1.9% |
| 6M | +16.1% | +25.8% | -9.6% | +6.5% |
| YTD | +20.2% | +20.8% | -0.6% | +11.7% |
| 1Y | +27.2% | +24.8% | +2.4% | +16.7% |
| 3Y | +72.7% | +65.9% | +6.8% | +42.2% |
| 5Y | +105.9% | +99.1% | +6.9% | +58.0% |
| 10Y | +248.1% | +452.4% | -204.3% | +91.7% |
| All | +1,551.5% | +2,310.7% | -759.2% | +494.9% |
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