+142.3%
CI vs RSG
+425.0%
-282.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | -1.3% | -1.8% | +0.5% | -0.2% |
| 30D | +3.1% | +2.8% | +0.4% | +1.3% |
| 3M | -4.5% | +4.3% | -8.8% | -7.4% |
| 6M | +8.3% | -0.5% | +8.8% | +7.9% |
| YTD | +3.8% | +5.2% | -1.4% | -0.4% |
| 1Y | -5.0% | -2.1% | -2.9% | -4.5% |
| 3Y | +5.8% | +56.5% | -50.7% | -25.0% |
| 5Y | +50.6% | +89.5% | -38.9% | -9.5% |
| All | +142.3% | +425.0% | -282.7% | -18.4% |
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