+3,176.2%
CSGP vs RSG
+2,310.7%
+865.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.1% |
| 7D | -6.1% | +1.4% | -7.5% | -6.6% |
| 30D | +0.3% | +15.0% | -14.7% | -4.3% |
| 3M | -1.3% | +18.5% | -19.8% | -6.8% |
| 6M | -8.9% | +25.8% | -34.7% | -15.7% |
| YTD | -55.2% | +20.8% | -76.0% | -58.0% |
| 1Y | -56.4% | +24.8% | -81.2% | -59.6% |
| 3Y | -62.2% | +65.9% | -128.1% | -68.4% |
| 5Y | -63.7% | +99.1% | -162.7% | -71.5% |
| 10Y | +61.7% | +452.4% | -390.7% | -8.2% |
| All | +3,176.2% | +2,310.7% | +865.5% | +1,387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling