+62.6%
CSGP vs RSG
+452.5%
-389.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -7.1% | +1.6% | -8.7% | -8.1% |
| 30D | +3.6% | +13.5% | -9.8% | -4.1% |
| 3M | -2.7% | +16.3% | -19.0% | -11.3% |
| 6M | -8.0% | +26.9% | -34.9% | -20.5% |
| YTD | -55.0% | +19.1% | -74.0% | -59.6% |
| 1Y | -55.8% | +21.8% | -77.6% | -61.0% |
| 3Y | -62.0% | +63.5% | -125.5% | -72.9% |
| 5Y | -62.9% | +98.6% | -161.6% | -77.0% |
| 10Y | +62.6% | +444.4% | -381.8% | -46.2% |
| All | +62.6% | +452.5% | -389.9% | -46.2% |
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