-61.9%
CSGP vs RMD
+68.3%
-130.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -3.2% | +3.1% | -6.3% | -4.1% |
| 30D | +2.2% | +1.8% | +0.5% | +1.2% |
| 3M | -3.7% | +6.7% | -10.3% | -6.1% |
| 6M | -7.4% | +13.9% | -21.3% | -12.1% |
| YTD | -54.9% | -2.0% | -52.9% | -55.1% |
| 1Y | -54.9% | -5.4% | -49.5% | -54.7% |
| 3Y | -61.9% | +67.4% | -129.3% | -68.3% |
| All | -61.9% | +68.3% | -130.2% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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