+53.9%
RGTI vs CSGP
-67.4%
+121.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.5% |
| 7D | +2.5% | -5.4% | +7.9% | +5.1% |
| 30D | -13.7% | -6.0% | -7.6% | -11.9% |
| 3M | -22.6% | -12.8% | -9.8% | -19.4% |
| 6M | -13.4% | -38.9% | +25.5% | +8.8% |
| YTD | -31.2% | -56.0% | +24.8% | +1.7% |
| 1Y | -7.6% | -66.4% | +58.8% | +58.4% |
| 3Y | +669.7% | -64.2% | +733.9% | +1,138.0% |
| 5Y | +57.0% | -67.0% | +124.1% | +114.3% |
| All | +53.9% | -67.4% | +121.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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