+112.0%
CF vs RSG
+97.2%
+14.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -3.2% | +1.2% | -4.3% | -3.6% |
| 30D | +4.3% | +14.2% | -9.9% | -0.8% |
| 3M | +2.8% | +18.2% | -15.4% | -3.6% |
| 6M | +0.6% | +24.4% | -23.8% | -7.5% |
| YTD | +56.6% | +17.9% | +38.8% | +47.3% |
| 1Y | +49.6% | +22.3% | +27.3% | +38.9% |
| 3Y | +61.5% | +65.1% | -3.7% | +32.2% |
| All | +112.0% | +97.2% | +14.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling