-58.4%
CSGP vs RVMD
+584.4%
-642.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.5% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | +2.2% | +1.7% | +0.5% | +1.7% |
| 3M | -3.7% | -6.7% | +3.1% | -3.4% |
| 6M | -7.4% | +36.1% | -43.6% | -11.8% |
| YTD | -54.9% | +142.4% | -197.3% | -61.2% |
| 1Y | -54.9% | +207.8% | -262.6% | -62.6% |
| 3Y | -61.9% | +879.5% | -941.4% | -74.3% |
| 5Y | -63.1% | +509.0% | -572.1% | -75.5% |
| All | -58.4% | +584.4% | -642.8% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling