-64.8%
CSGP vs RBA
+45.3%
-110.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -4.1% | -2.9% | -1.1% | -3.2% |
| 30D | +2.3% | -12.3% | +14.6% | +6.6% |
| 3M | -8.2% | -20.5% | +12.4% | -2.0% |
| 6M | -35.1% | -18.5% | -16.5% | -31.4% |
| YTD | -54.0% | -18.2% | -35.8% | -51.5% |
| 1Y | -65.3% | -27.5% | -37.8% | -62.0% |
| 3Y | -62.6% | +38.1% | -100.6% | -66.7% |
| All | -64.8% | +45.3% | -110.0% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling