+3,264.4%
CSGP vs RL
+1,582.2%
+1,682.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.5% | -3.0% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | +2.3% | -7.8% | +10.1% | +4.5% |
| 3M | -8.2% | -4.0% | -4.2% | -7.5% |
| 6M | -35.1% | -1.9% | -33.2% | -35.6% |
| YTD | -54.0% | -0.2% | -53.9% | -54.7% |
| 1Y | -65.3% | +10.7% | -76.0% | -66.9% |
| 3Y | -62.6% | +210.8% | -273.3% | -74.3% |
| 5Y | -64.8% | +238.2% | -303.1% | -77.0% |
| 10Y | +45.1% | +313.4% | -268.3% | -19.0% |
| All | +3,264.4% | +1,582.2% | +1,682.2% | +1,059.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling