+65.2%
CSGP vs RSG
+458.9%
-393.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.0% |
| 7D | +1.3% | +1.2% | +0.1% | +0.5% |
| 30D | +10.7% | +14.2% | -3.5% | +2.1% |
| 3M | +3.3% | +18.2% | -14.9% | -6.7% |
| 6M | -10.3% | +24.4% | -34.7% | -21.4% |
| YTD | -54.6% | +17.9% | -72.4% | -59.0% |
| 1Y | -54.6% | +22.3% | -77.0% | -60.1% |
| 3Y | -60.3% | +65.1% | -125.5% | -71.9% |
| 5Y | -63.3% | +97.9% | -161.2% | -77.2% |
| All | +65.2% | +458.9% | -393.6% | -47.4% |
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