+3,264.4%
CSGP vs RMD
+9,695.6%
-6,431.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -5.0% | +0.9% | -2.7% |
| 30D | +2.3% | +2.2% | +0.1% | +1.7% |
| 3M | -8.2% | +17.8% | -26.0% | -12.4% |
| 6M | -35.1% | -11.3% | -23.7% | -33.0% |
| YTD | -54.0% | -4.4% | -49.6% | -53.6% |
| 1Y | -65.3% | -15.7% | -49.6% | -63.8% |
| 3Y | -62.6% | +47.7% | -110.3% | -67.3% |
| 5Y | -64.8% | -19.2% | -45.6% | -64.2% |
| 10Y | +45.1% | +280.4% | -235.3% | -5.3% |
| All | +3,264.4% | +9,695.6% | -6,431.3% | +845.3% |
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 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