+326.8%
CFG vs RSG
+684.5%
-357.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.7% |
| 7D | +0.7% | +2.0% | -1.3% | -0.7% |
| 30D | +2.8% | +14.2% | -11.4% | -6.5% |
| 3M | -10.1% | +15.8% | -25.8% | -19.2% |
| 6M | +3.2% | +24.6% | -21.4% | -12.6% |
| YTD | +14.2% | +18.2% | -4.1% | -0.6% |
| 1Y | +27.4% | +22.8% | +4.6% | +7.6% |
| 3Y | +187.6% | +62.4% | +125.2% | +85.6% |
| 5Y | +65.7% | +96.0% | -30.3% | -11.8% |
| 10Y | +219.7% | +448.5% | -228.8% | -19.2% |
| All | +326.8% | +684.5% | -357.7% | -9.7% |
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