+5,331.8%
CF vs RSG
+1,503.9%
+3,828.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.4% |
| 7D | -3.2% | +1.2% | -4.3% | -3.9% |
| 30D | +4.3% | +14.2% | -9.9% | -4.4% |
| 3M | +2.8% | +18.2% | -15.4% | -8.0% |
| 6M | +0.6% | +24.4% | -23.8% | -13.2% |
| YTD | +56.6% | +17.9% | +38.8% | +40.0% |
| 1Y | +49.6% | +22.3% | +27.3% | +30.4% |
| 3Y | +61.5% | +65.1% | -3.7% | +12.3% |
| 5Y | +124.0% | +97.9% | +26.1% | +34.7% |
| 10Y | +573.2% | +464.6% | +108.5% | +94.3% |
| All | +5,331.8% | +1,503.9% | +3,828.0% | +616.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling