+3,388.4%
CSGP vs RVTY
+1,220.2%
+2,168.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.8% |
| 3M | +6.1% | +31.2% | -25.1% | -4.7% |
| 6M | -8.2% | +63.6% | -71.8% | -24.5% |
| YTD | -52.3% | +56.3% | -108.6% | -60.2% |
| 1Y | -54.5% | +63.3% | -117.8% | -62.7% |
| 3Y | -58.6% | +72.4% | -131.0% | -67.3% |
| 5Y | -61.5% | -9.6% | -51.9% | -62.9% |
| 10Y | +74.7% | +203.7% | -129.0% | +10.7% |
| All | +3,388.4% | +1,220.2% | +2,168.2% | +1,299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling