-62.8%
CSGP vs RRC
+31.1%
-93.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | -4.1% | +1.3% | -5.4% | -4.3% |
| 30D | +2.3% | +10.1% | -7.8% | +0.3% |
| 3M | -8.2% | +4.0% | -12.2% | -9.1% |
| 6M | -35.1% | +1.6% | -36.6% | -35.6% |
| YTD | -54.0% | +19.7% | -73.7% | -56.2% |
| 1Y | -65.3% | +21.4% | -86.7% | -67.2% |
| All | -62.8% | +31.1% | -93.9% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling