-58.1%
CSGP vs RVMD
+581.6%
-639.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.2% | -12.9% | -5.6% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | +10.7% | -4.3% | +15.0% | +10.8% |
| 3M | +3.3% | -2.8% | +6.1% | +3.1% |
| 6M | -10.3% | +27.3% | -37.6% | -13.9% |
| YTD | -54.6% | +141.4% | -196.0% | -60.9% |
| 1Y | -54.6% | +213.3% | -267.9% | -62.5% |
| 3Y | -60.3% | +792.7% | -853.0% | -72.8% |
| 5Y | -63.3% | +470.6% | -533.9% | -75.4% |
| All | -58.1% | +581.6% | -639.7% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling