+1,412.9%
CB vs RSG
+2,015.2%
-602.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -3.1% | +7.6% | -10.7% | -5.7% |
| 3M | +9.0% | +7.4% | +1.5% | +6.1% |
| 6M | +2.9% | -3.3% | +6.1% | +3.9% |
| YTD | +10.1% | +6.0% | +4.1% | +7.5% |
| 1Y | +22.8% | -3.7% | +26.5% | +24.1% |
| 3Y | +73.8% | +59.1% | +14.7% | +45.5% |
| 5Y | +99.2% | +89.0% | +10.1% | +55.9% |
| 10Y | +218.2% | +412.5% | -194.3% | +80.9% |
| All | +1,412.9% | +2,015.2% | -602.3% | +472.5% |
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 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