-58.4%
CSGP vs RL
+244.8%
-303.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.3% |
| 7D | +13.9% | -4.7% | +18.6% | +14.8% |
| 30D | +16.0% | +3.6% | +12.4% | +15.3% |
| 3M | +6.1% | +0.5% | +5.5% | +5.8% |
| 6M | -8.2% | +6.6% | -14.8% | -9.6% |
| YTD | -52.3% | +8.8% | -61.2% | -53.4% |
| 1Y | -54.5% | +21.8% | -76.3% | -56.6% |
| All | -58.4% | +244.8% | -303.2% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling