-65.3%
CSGP vs RRC
+23.4%
-88.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | -4.1% | +1.3% | -5.4% | -4.2% |
| 30D | +2.3% | +10.1% | -7.8% | +1.0% |
| 3M | -8.2% | +4.0% | -12.2% | -9.0% |
| 6M | -35.1% | +1.6% | -36.6% | -35.9% |
| YTD | -54.0% | +19.7% | -73.7% | -55.6% |
| 1Y | -65.3% | +21.4% | -86.7% | -65.6% |
| All | -65.3% | +23.4% | -88.7% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling