+1,396.6%
CI vs RSG
+2,015.2%
-618.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +4.4% | +7.6% | -3.1% | +1.9% |
| 3M | +0.7% | +7.4% | -6.8% | -1.9% |
| 6M | +0.3% | -3.3% | +3.6% | +1.2% |
| YTD | +3.8% | +6.0% | -2.2% | +1.5% |
| 1Y | -5.5% | -3.7% | -1.8% | -4.6% |
| 3Y | +8.1% | +59.1% | -51.0% | -8.3% |
| 5Y | +42.8% | +89.0% | -46.2% | +13.9% |
| 10Y | +143.9% | +412.5% | -268.6% | +45.5% |
| All | +1,396.6% | +2,015.2% | -618.6% | +513.3% |
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