+65.2%
CSGP vs RRX
+213.4%
-148.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -6.0% |
| 7D | +1.3% | +7.5% | -6.3% | -1.0% |
| 30D | +10.7% | +3.0% | +7.7% | +8.8% |
| 3M | +3.3% | -5.3% | +8.6% | +3.5% |
| 6M | -10.3% | -26.6% | +16.3% | -6.3% |
| YTD | -54.6% | +21.2% | -75.8% | -60.7% |
| 1Y | -54.6% | +25.9% | -80.6% | -61.4% |
| 3Y | -60.3% | +71.7% | -132.0% | -71.8% |
| 5Y | -63.3% | +7.8% | -71.1% | -69.7% |
| All | +65.2% | +213.4% | -148.2% | -8.5% |
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