+76.7%
CF vs RSG
+59.4%
+17.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.9% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +14.8% | +7.6% | +7.3% | +12.0% |
| 3M | +14.1% | +7.4% | +6.6% | +11.3% |
| 6M | +28.5% | -3.3% | +31.8% | +29.3% |
| YTD | +74.9% | +6.0% | +68.9% | +72.1% |
| 1Y | +61.7% | -3.7% | +65.4% | +62.0% |
| All | +76.7% | +59.4% | +17.3% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling