-62.8%
CSGP vs RMD
+51.0%
-113.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -5.0% | +0.9% | -2.5% |
| 30D | +2.3% | +2.2% | +0.1% | +1.5% |
| 3M | -8.2% | +17.8% | -26.0% | -12.9% |
| 6M | -35.1% | -11.3% | -23.7% | -33.1% |
| YTD | -54.0% | -4.4% | -49.6% | -53.7% |
| 1Y | -65.3% | -15.7% | -49.6% | -63.8% |
| All | -62.8% | +51.0% | -113.8% | -66.9% |
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