-62.8%
CSGP vs RRX
+2.4%
-65.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.1% | +3.4% | -7.5% | -4.4% |
| 30D | +2.3% | -11.1% | +13.4% | +3.4% |
| 3M | -8.2% | -23.7% | +15.6% | -6.6% |
| 6M | -35.1% | -22.0% | -13.1% | -34.9% |
| YTD | -54.0% | +16.5% | -70.5% | -58.2% |
| 1Y | -65.3% | +11.5% | -76.8% | -68.3% |
| All | -62.8% | +2.4% | -65.2% | -66.8% |
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