-63.2%
CSGP vs RVTY
-7.4%
-55.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | +10.7% | +1.0% | +9.7% | +9.3% |
| 3M | +3.3% | +35.8% | -32.6% | -9.3% |
| 6M | -10.3% | +56.7% | -67.0% | -26.3% |
| YTD | -54.6% | +60.7% | -115.3% | -63.2% |
| 1Y | -54.6% | +73.7% | -128.3% | -64.4% |
| 3Y | -60.3% | +82.8% | -143.1% | -70.3% |
| All | -63.2% | -7.4% | -55.8% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling