-63.2%
CSGP vs RSG
+97.2%
-160.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.0% |
| 7D | +1.3% | +1.2% | +0.1% | +0.6% |
| 30D | +10.7% | +14.2% | -3.5% | +2.4% |
| 3M | +3.3% | +18.2% | -14.9% | -6.2% |
| 6M | -10.3% | +24.4% | -34.7% | -20.7% |
| YTD | -54.6% | +17.9% | -72.4% | -58.7% |
| 1Y | -54.6% | +22.3% | -77.0% | -59.7% |
| 3Y | -60.3% | +65.1% | -125.5% | -71.7% |
| All | -63.2% | +97.2% | -160.4% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling