+3,388.4%
CSGP vs RMD
+10,165.8%
-6,777.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +13.9% | -5.3% | +19.2% | +15.3% |
| 30D | +16.0% | +8.4% | +7.6% | +13.1% |
| 3M | +6.1% | +7.1% | -1.0% | +3.8% |
| 6M | -8.2% | +15.8% | -24.0% | -12.3% |
| YTD | -52.3% | +0.2% | -52.5% | -52.6% |
| 1Y | -54.5% | -1.4% | -53.1% | -54.6% |
| 3Y | -58.6% | +61.3% | -119.9% | -64.7% |
| 5Y | -61.5% | -3.9% | -57.6% | -62.7% |
| 10Y | +74.7% | +365.6% | -290.9% | +7.8% |
| All | +3,388.4% | +10,165.8% | -6,777.3% | +865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling