-63.2%
CSGP vs RRX
+6.5%
-69.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -5.6% |
| 7D | +1.3% | +7.5% | -6.3% | -0.3% |
| 30D | +10.7% | +3.0% | +7.7% | +9.4% |
| 3M | +3.3% | -5.3% | +8.6% | +3.6% |
| 6M | -10.3% | -26.6% | +16.3% | -7.0% |
| YTD | -54.6% | +21.2% | -75.8% | -60.4% |
| 1Y | -54.6% | +25.9% | -80.6% | -61.1% |
| 3Y | -60.3% | +71.7% | -132.0% | -72.1% |
| All | -63.2% | +6.5% | -69.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling