+487.0%
CF vs RSG
+458.9%
+28.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +6.9% | +13.8% | -6.8% | -0.9% |
| 3M | +4.8% | +15.4% | -10.5% | -3.8% |
| 6M | +4.7% | +24.1% | -19.5% | -8.3% |
| YTD | +56.5% | +17.8% | +38.6% | +41.5% |
| 1Y | +48.4% | +21.5% | +26.9% | +31.7% |
| 3Y | +59.1% | +63.3% | -4.2% | +13.7% |
| 5Y | +109.5% | +97.3% | +12.2% | +28.8% |
| 10Y | +487.0% | +448.1% | +38.8% | +121.7% |
| All | +487.0% | +458.9% | +28.0% | +121.7% |
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