+57.3%
CL vs RSG
+418.8%
-361.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -5.5% | +3.7% | -9.2% | -7.2% |
| 3M | +0.8% | +6.2% | -5.3% | -2.1% |
| 6M | -4.2% | -2.8% | -1.4% | -3.2% |
| YTD | +13.4% | +5.9% | +7.5% | +9.7% |
| 1Y | +7.1% | -1.8% | +8.8% | +7.4% |
| 3Y | +29.0% | +57.5% | -28.5% | +0.9% |
| 5Y | +28.3% | +91.1% | -62.8% | -10.3% |
| 10Y | +57.3% | +428.1% | -370.8% | -33.5% |
| All | +57.3% | +418.8% | -361.5% | -33.5% |
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