+208.5%
CFG vs RSG
+452.6%
-244.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | +2.5% | +0.7% | +1.4% |
| 30D | +5.1% | +12.7% | -7.6% | -3.8% |
| 3M | -11.2% | +17.9% | -29.2% | -21.6% |
| 6M | +9.6% | +25.0% | -15.4% | -7.9% |
| YTD | +15.0% | +20.8% | -5.8% | -2.0% |
| 1Y | +29.9% | +24.3% | +5.6% | +8.1% |
| 3Y | +192.1% | +65.3% | +126.8% | +81.4% |
| 5Y | +62.3% | +99.1% | -36.8% | -18.0% |
| All | +208.5% | +452.6% | -244.1% | -25.0% |
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