+43.0%
CSGP vs RSG
+413.0%
-370.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -1.7% |
| 7D | -4.1% | +0.3% | -4.3% | -4.2% |
| 30D | +2.3% | +7.6% | -5.3% | -2.2% |
| 3M | -8.2% | +7.4% | -15.6% | -12.0% |
| 6M | -35.1% | -3.3% | -31.8% | -33.7% |
| YTD | -54.0% | +6.0% | -60.0% | -55.8% |
| 1Y | -65.3% | -3.7% | -61.6% | -64.6% |
| 3Y | -62.6% | +59.1% | -121.7% | -73.1% |
| 5Y | -64.8% | +89.0% | -153.8% | -77.7% |
| All | +43.0% | +413.0% | -370.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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