+985.6%
RSG vs CG
+341.4%
+644.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.7% | -1.3% | +0.5% | -0.6% |
| 30D | +3.3% | -3.2% | +6.5% | +3.7% |
| 3M | +8.5% | +6.2% | +2.2% | +7.1% |
| 6M | -3.5% | -4.7% | +1.1% | -3.4% |
| YTD | +5.5% | -20.6% | +26.1% | +8.3% |
| 1Y | -1.7% | -26.4% | +24.6% | +1.9% |
| 3Y | +56.9% | +55.4% | +1.5% | +38.4% |
| 5Y | +89.4% | +9.8% | +79.6% | +73.4% |
| 10Y | +412.5% | +341.4% | +71.2% | +259.4% |
| All | +985.6% | +341.4% | +644.2% | +634.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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