+309.0%
CFG vs RSG
+428.9%
-119.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -4.6% | +4.0% | -8.6% | -7.4% |
| 3M | +6.7% | +7.4% | -0.7% | +0.7% |
| 6M | +22.1% | +0.1% | +22.0% | +20.5% |
| YTD | +23.2% | +6.0% | +17.2% | +15.8% |
| 1Y | +40.3% | -3.0% | +43.2% | +40.8% |
| 3Y | +187.9% | +56.5% | +131.4% | +84.4% |
| 5Y | +102.0% | +90.9% | +11.0% | +2.0% |
| All | +309.0% | +428.9% | -119.9% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling