+448.0%
RSG vs CP
+257.3%
+190.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.5% | +2.1% | +0.3% | +1.8% |
| 30D | +12.7% | +9.3% | +3.4% | +9.4% |
| 3M | +17.9% | +0.5% | +17.5% | +17.6% |
| 6M | +25.0% | +10.4% | +14.6% | +20.6% |
| YTD | +20.8% | +28.7% | -7.9% | +10.1% |
| 1Y | +24.3% | +33.2% | -8.9% | +11.8% |
| 3Y | +65.3% | +38.4% | +26.8% | +42.6% |
| 5Y | +99.1% | +26.2% | +72.9% | +74.8% |
| All | +448.0% | +257.3% | +190.7% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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