+4,369.3%
CNC vs RSG
+2,745.5%
+1,623.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -4.9% | 0.0% | -4.8% | -4.8% |
| 30D | -3.8% | +3.7% | -7.4% | -5.6% |
| 3M | -3.2% | +6.2% | -9.4% | -6.6% |
| 6M | +47.9% | -2.8% | +50.7% | +49.4% |
| YTD | +55.7% | +5.9% | +49.8% | +50.3% |
| 1Y | +106.2% | -1.8% | +108.0% | +106.4% |
| 3Y | -2.1% | +57.5% | -59.6% | -23.9% |
| 5Y | +3.4% | +91.1% | -87.7% | -28.1% |
| 10Y | +91.7% | +428.1% | -336.4% | -20.2% |
| All | +4,369.3% | +2,745.5% | +1,623.8% | +767.3% |
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