+362.4%
CFG vs RSG
+603.3%
-240.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | +1.5% | +0.3% | +1.3% | +1.3% |
| 30D | -3.8% | +7.6% | -11.4% | -8.8% |
| 3M | +11.5% | +7.4% | +4.1% | +5.3% |
| 6M | +19.2% | -3.3% | +22.5% | +20.6% |
| YTD | +23.7% | +6.0% | +17.7% | +16.6% |
| 1Y | +38.8% | -3.7% | +42.5% | +40.0% |
| 3Y | +178.9% | +59.1% | +119.8% | +80.7% |
| 5Y | +101.8% | +89.0% | +12.8% | +7.8% |
| 10Y | +317.3% | +412.5% | -95.2% | +11.7% |
| All | +362.4% | +603.3% | -240.9% | +5.9% |
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