-61.7%
CSGP vs RRX
+68.3%
-130.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -6.1% | +12.6% | -18.7% | -6.7% |
| 30D | +0.3% | +10.6% | -10.2% | -0.3% |
| 3M | -1.3% | +4.6% | -6.0% | -1.6% |
| 6M | -8.9% | -13.6% | +4.7% | -8.6% |
| YTD | -55.2% | +29.4% | -84.6% | -59.8% |
| 1Y | -56.4% | +31.9% | -88.3% | -61.1% |
| All | -61.7% | +68.3% | -130.0% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling