-65.5%
CSGP vs RSG
-2.3%
-63.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.5% |
| 7D | -5.1% | -0.7% | -4.4% | -4.6% |
| 30D | +0.3% | +3.3% | -3.0% | -1.6% |
| 3M | -9.1% | +8.5% | -17.6% | -12.7% |
| 6M | -37.3% | -3.5% | -33.8% | -36.1% |
| YTD | -54.9% | +5.5% | -60.4% | -56.4% |
| 1Y | -65.5% | -1.7% | -63.8% | -65.3% |
| All | -65.5% | -2.3% | -63.2% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling