+43.0%
CSGP vs RRX
+214.5%
-171.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +3.4% | -7.5% | -4.9% |
| 30D | +2.3% | -11.1% | +13.4% | +5.3% |
| 3M | -8.2% | -23.7% | +15.6% | -3.6% |
| 6M | -35.1% | -22.0% | -13.1% | -33.7% |
| YTD | -54.0% | +16.5% | -70.5% | -59.4% |
| 1Y | -65.3% | +11.5% | -76.8% | -69.2% |
| 3Y | -62.6% | +1.5% | -64.1% | -67.4% |
| 5Y | -64.8% | +18.3% | -83.1% | -71.9% |
| All | +43.0% | +214.5% | -171.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling