+3,264.4%
CSGP vs RVTY
+1,039.3%
+2,225.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.1% | +1.1% | -5.2% | -4.5% |
| 30D | +2.3% | +13.2% | -10.9% | -2.2% |
| 3M | -8.2% | +27.2% | -35.4% | -16.2% |
| 6M | -35.1% | +32.4% | -67.5% | -42.1% |
| YTD | -54.0% | +34.9% | -88.9% | -59.2% |
| 1Y | -65.3% | +52.4% | -117.7% | -70.6% |
| 3Y | -62.6% | +12.3% | -74.8% | -65.6% |
| 5Y | -64.8% | -30.8% | -34.0% | -62.4% |
| 10Y | +45.1% | +150.7% | -105.6% | -0.8% |
| All | +3,264.4% | +1,039.3% | +2,225.0% | +1,337.1% |
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 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