+65.2%
CSGP vs RBA
+224.6%
-159.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.2% |
| 7D | +1.3% | +4.3% | -3.0% | -0.1% |
| 30D | +10.7% | +16.3% | -5.6% | +5.4% |
| 3M | +3.3% | +1.3% | +2.0% | +2.7% |
| 6M | -10.3% | -11.1% | +0.7% | -7.7% |
| YTD | -54.6% | -8.5% | -46.1% | -53.8% |
| 1Y | -54.6% | -2.1% | -52.5% | -54.9% |
| 3Y | -60.3% | +44.6% | -104.9% | -65.5% |
| 5Y | -63.3% | +36.8% | -100.1% | -68.4% |
| All | +65.2% | +224.6% | -159.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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