+50.4%
CF vs RSG
+23.9%
+26.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.6% |
| 7D | +5.4% | +1.4% | +3.9% | +4.5% |
| 30D | +6.5% | +15.0% | -8.5% | -1.3% |
| 3M | +4.6% | +18.5% | -13.8% | -4.8% |
| 6M | -3.3% | +25.8% | -29.1% | -15.6% |
| YTD | +63.9% | +20.8% | +43.1% | +49.5% |
| 1Y | +50.4% | +24.8% | +25.6% | +35.9% |
| All | +50.4% | +23.9% | +26.5% | +35.9% |
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 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