+60.0%
CSGP vs RSG
+452.6%
-392.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.3% | +2.5% | -1.1% | -0.3% |
| 30D | +2.8% | +12.7% | -9.9% | -4.4% |
| 3M | -6.3% | +17.9% | -24.3% | -15.3% |
| 6M | -3.2% | +25.0% | -28.1% | -15.5% |
| YTD | -54.0% | +20.8% | -74.8% | -59.1% |
| 1Y | -54.8% | +24.3% | -79.1% | -60.7% |
| 3Y | -60.6% | +65.3% | -125.8% | -72.0% |
| 5Y | -62.6% | +99.1% | -161.7% | -76.9% |
| All | +60.0% | +452.6% | -392.5% | -45.6% |
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