+65.2%
CSGP vs RVTY
+206.3%
-141.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.8% |
| 7D | +1.3% | -1.2% | +2.5% | +1.2% |
| 30D | +10.7% | +1.0% | +9.7% | +9.1% |
| 3M | +3.3% | +35.8% | -32.6% | -11.1% |
| 6M | -10.3% | +56.7% | -67.0% | -28.4% |
| YTD | -54.6% | +60.7% | -115.3% | -64.3% |
| 1Y | -54.6% | +73.7% | -128.3% | -65.7% |
| 3Y | -60.3% | +82.8% | -143.1% | -71.7% |
| 5Y | -63.3% | -7.0% | -56.3% | -65.0% |
| All | +65.2% | +206.3% | -141.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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