-53.3%
CSGP vs RVMD
+244.4%
-297.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +4.2% |
| 7D | +18.3% | +5.8% | +12.5% | +18.8% |
| 30D | +17.8% | -3.8% | +21.6% | +17.7% |
| 3M | +9.3% | +3.2% | +6.0% | +9.6% |
| 6M | -7.9% | +35.0% | -42.9% | -6.6% |
| YTD | -51.5% | +150.7% | -202.3% | -46.0% |
| 1Y | -53.3% | +241.0% | -294.3% | -49.1% |
| All | -53.3% | +244.4% | -297.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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