+1,075.4%
RSG vs CAPR
-99.1%
+1,174.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | +0.3% | -2.0% | +2.3% | +0.3% |
| 30D | +7.6% | +139.2% | -131.6% | +7.1% |
| 3M | +7.4% | -66.4% | +73.8% | +7.6% |
| 6M | -3.3% | -63.1% | +59.9% | -3.2% |
| YTD | +6.0% | -67.4% | +73.4% | +6.1% |
| 1Y | -3.7% | +58.2% | -61.9% | -5.4% |
| 3Y | +59.1% | +42.2% | +16.9% | +55.2% |
| 5Y | +89.0% | +87.3% | +1.8% | +83.6% |
| 10Y | +412.5% | -75.3% | +487.8% | +389.0% |
| All | +1,075.4% | -99.1% | +1,174.5% | +1,002.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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