-61.5%
CSGP vs RRC
+129.3%
-190.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -1.2% |
| 7D | +13.9% | -6.9% | +20.8% | +14.9% |
| 30D | +16.0% | +25.4% | -9.4% | +12.2% |
| 3M | +6.1% | +31.9% | -25.8% | +1.8% |
| 6M | -8.2% | +17.2% | -25.4% | -10.6% |
| YTD | -52.3% | +43.4% | -95.7% | -55.0% |
| 1Y | -54.5% | +36.7% | -91.2% | -56.8% |
| 3Y | -58.6% | +38.8% | -97.4% | -61.1% |
| 5Y | -61.5% | +118.3% | -179.8% | -63.3% |
| All | -61.5% | +129.3% | -190.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling