+1,505.8%
CI vs RSG
+2,275.9%
-770.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -1.8% |
| 30D | +6.4% | +13.5% | -7.1% | +2.0% |
| 3M | +10.7% | +16.3% | -5.6% | +5.2% |
| 6M | +5.5% | +26.9% | -21.4% | -2.8% |
| YTD | +11.4% | +19.1% | -7.7% | +4.8% |
| 1Y | +15.0% | +21.8% | -6.8% | +7.3% |
| 3Y | +9.0% | +63.5% | -54.5% | -8.4% |
| 5Y | +52.0% | +98.6% | -46.7% | +19.3% |
| 10Y | +150.9% | +444.4% | -293.5% | +46.3% |
| All | +1,505.8% | +2,275.9% | -770.1% | +532.9% |
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