+66.5%
CF vs RSG
-1.1%
+67.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +14.3% | +3.7% | +10.6% | +12.1% |
| 3M | +27.9% | +6.2% | +21.7% | +23.5% |
| 6M | +25.5% | -2.8% | +28.3% | +28.1% |
| YTD | +81.2% | +5.9% | +75.3% | +77.9% |
| 1Y | +66.5% | -1.8% | +68.3% | +64.3% |
| All | +66.5% | -1.1% | +67.7% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling