-55.8%
CSGP vs RVMD
+190.1%
-245.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.6% |
| 7D | -7.1% | -9.5% | +2.4% | -7.6% |
| 30D | +3.6% | -6.8% | +10.5% | +3.4% |
| 3M | -2.7% | -12.1% | +9.4% | -3.2% |
| 6M | -8.0% | +25.4% | -33.4% | -7.3% |
| YTD | -55.0% | +126.9% | -181.8% | -50.3% |
| 1Y | -55.8% | +182.0% | -237.7% | -51.9% |
| All | -55.8% | +190.1% | -245.8% | -51.9% |
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