+3,225.2%
CSGP vs RRX
+851.8%
+2,373.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -6.6% |
| 7D | +1.3% | +7.5% | -6.3% | -1.9% |
| 30D | +10.7% | +3.0% | +7.7% | +7.9% |
| 3M | +3.3% | -5.3% | +8.6% | +3.3% |
| 6M | -10.3% | -26.6% | +16.3% | -5.4% |
| YTD | -54.6% | +21.2% | -75.8% | -61.6% |
| 1Y | -54.6% | +25.9% | -80.6% | -62.4% |
| 3Y | -60.3% | +71.7% | -132.0% | -72.8% |
| 5Y | -63.3% | +7.8% | -71.1% | -70.5% |
| 10Y | +66.5% | +242.9% | -176.4% | -23.7% |
| All | +3,225.2% | +851.8% | +2,373.4% | +848.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling