+574.3%
CF vs RSG
+415.1%
+159.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.5% |
| 30D | +18.1% | +3.3% | +14.8% | +15.8% |
| 3M | +23.4% | +8.5% | +14.9% | +17.2% |
| 6M | +17.1% | -3.5% | +20.6% | +19.2% |
| YTD | +76.2% | +5.5% | +70.7% | +70.3% |
| 1Y | +62.3% | -1.7% | +64.0% | +63.1% |
| 3Y | +71.8% | +56.9% | +14.9% | +25.2% |
| 5Y | +234.6% | +89.4% | +145.2% | +107.8% |
| 10Y | +574.3% | +412.5% | +161.7% | +140.4% |
| All | +574.3% | +415.1% | +159.2% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling