+234.6%
CF vs RSG
+91.5%
+143.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | +18.1% | +3.3% | +14.8% | +16.7% |
| 3M | +23.4% | +8.5% | +14.9% | +19.6% |
| 6M | +17.1% | -3.5% | +20.6% | +18.3% |
| YTD | +76.2% | +5.5% | +70.7% | +73.0% |
| 1Y | +62.3% | -1.7% | +64.0% | +62.7% |
| 3Y | +71.8% | +56.9% | +14.9% | +44.9% |
| 5Y | +234.6% | +89.4% | +145.2% | +173.1% |
| All | +234.6% | +91.5% | +143.0% | +173.1% |
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