+3,388.4%
CSGP vs RL
+1,733.8%
+1,654.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | +0.4% |
| 7D | +13.9% | -4.7% | +18.6% | +15.3% |
| 30D | +16.0% | +3.6% | +12.4% | +14.8% |
| 3M | +6.1% | +0.5% | +5.5% | +5.7% |
| 6M | -8.2% | +6.6% | -14.8% | -10.8% |
| YTD | -52.3% | +8.8% | -61.2% | -54.2% |
| 1Y | -54.5% | +21.8% | -76.3% | -57.7% |
| 3Y | -58.6% | +245.8% | -304.4% | -72.4% |
| 5Y | -61.5% | +230.0% | -291.5% | -74.5% |
| 10Y | +74.7% | +369.4% | -294.8% | -6.0% |
| All | +3,388.4% | +1,733.8% | +1,654.6% | +1,072.4% |
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 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