+428.1%
RSG vs CP
+224.3%
+203.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +3.7% | -0.5% | +4.1% | +3.7% |
| 3M | +6.2% | +0.1% | +6.1% | +6.0% |
| 6M | -2.8% | +7.8% | -10.6% | -5.6% |
| YTD | +5.9% | +22.9% | -17.0% | -1.9% |
| 1Y | -1.8% | +21.3% | -23.1% | -8.7% |
| 3Y | +57.5% | +20.4% | +37.1% | +43.2% |
| 5Y | +91.1% | +34.9% | +56.1% | +62.9% |
| 10Y | +428.1% | +233.3% | +194.7% | +229.1% |
| All | +428.1% | +224.3% | +203.7% | +229.1% |
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