+60.0%
CSGP vs RVTY
+211.6%
-151.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | +2.8% | +1.5% | +1.3% | +1.2% |
| 3M | -6.3% | +31.5% | -37.8% | -18.2% |
| 6M | -3.2% | +62.7% | -65.8% | -24.0% |
| YTD | -54.0% | +60.0% | -113.9% | -63.8% |
| 1Y | -54.8% | +65.7% | -120.5% | -65.1% |
| 3Y | -60.6% | +85.2% | -145.8% | -72.1% |
| 5Y | -62.6% | -14.9% | -47.7% | -62.7% |
| All | +60.0% | +211.6% | -151.6% | -21.3% |
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