+4,308.5%
COST vs RSG
+2,013.0%
+2,295.6%
-53.4%
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% | -0.9% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | +3.7% | -8.9% | -6.2% |
| 3M | -6.7% | +6.2% | -12.8% | -8.2% |
| 6M | -9.9% | -2.8% | -7.2% | -9.4% |
| YTD | +5.1% | +5.9% | -0.8% | +3.4% |
| 1Y | -7.3% | -1.8% | -5.5% | -7.1% |
| 3Y | +70.4% | +57.5% | +12.9% | +51.0% |
| 5Y | +104.4% | +91.1% | +13.3% | +72.3% |
| 10Y | +609.0% | +428.1% | +180.9% | +367.0% |
| All | +4,308.5% | +2,013.0% | +2,295.6% | +2,054.6% |
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