+1,482.1%
CI vs RSG
+2,310.6%
-828.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +1.2% | +2.5% | -1.3% | +0.3% |
| 30D | +2.6% | +12.7% | -10.2% | -1.5% |
| 3M | +7.4% | +17.9% | -10.5% | +1.6% |
| 6M | -0.1% | +25.0% | -25.1% | -7.5% |
| YTD | +9.7% | +20.8% | -11.1% | +2.7% |
| 1Y | +12.1% | +24.3% | -12.2% | +3.9% |
| 3Y | +7.0% | +65.3% | -58.2% | -10.3% |
| 5Y | +49.7% | +99.1% | -49.4% | +17.4% |
| 10Y | +147.2% | +452.4% | -305.2% | +43.4% |
| All | +1,482.1% | +2,310.6% | -828.6% | +520.4% |
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 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