-61.5%
CSGP vs RVTY
-10.3%
-51.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | +0.2% |
| 7D | +13.9% | -9.0% | +22.9% | +17.0% |
| 30D | +16.0% | -1.6% | +17.6% | +15.6% |
| 3M | +6.1% | +31.2% | -25.1% | -5.6% |
| 6M | -8.2% | +63.6% | -71.8% | -26.1% |
| YTD | -52.3% | +56.3% | -108.6% | -61.0% |
| 1Y | -54.5% | +63.3% | -117.8% | -63.4% |
| 3Y | -58.6% | +72.4% | -131.0% | -68.3% |
| 5Y | -61.5% | -9.6% | -51.9% | -60.8% |
| All | -61.5% | -10.3% | -51.2% | -60.8% |
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 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