+22.7%
RGTI vs CSGP
-66.5%
+89.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.2% |
| 7D | +9.6% | -3.2% | +12.8% | +10.8% |
| 30D | -13.4% | +2.2% | -15.6% | -16.2% |
| 3M | -31.2% | -3.7% | -27.5% | -32.4% |
| 6M | -35.9% | -7.4% | -28.4% | -37.3% |
| YTD | -45.1% | -54.9% | +9.7% | -22.1% |
| 1Y | -63.3% | -54.9% | -8.4% | -47.8% |
| 3Y | +1,152.6% | -61.9% | +1,214.5% | +1,794.2% |
| 5Y | +16.2% | -63.1% | +79.3% | +53.4% |
| All | +22.7% | -66.5% | +89.3% | +60.9% |
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