-63.7%
CSGP vs RVMD
+443.1%
-506.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -6.1% | -0.7% | -5.4% | -6.1% |
| 30D | +0.3% | -6.4% | +6.7% | +0.8% |
| 3M | -1.3% | -14.1% | +12.8% | -0.2% |
| 6M | -8.9% | +21.0% | -29.9% | -12.0% |
| YTD | -55.2% | +121.4% | -176.6% | -61.1% |
| 1Y | -56.4% | +167.9% | -224.3% | -63.3% |
| 3Y | -62.2% | +794.7% | -856.9% | -74.9% |
| 5Y | -63.7% | +437.2% | -500.8% | -76.3% |
| All | -63.7% | +443.1% | -506.8% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling