+2,236.3%
RSG vs CP
+4,883.1%
-2,646.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.0% | +2.8% | -0.9% | +1.1% |
| 30D | +14.2% | +11.0% | +3.1% | +10.6% |
| 3M | +15.8% | +3.8% | +11.9% | +14.3% |
| 6M | +24.6% | +9.5% | +15.1% | +21.0% |
| YTD | +18.2% | +28.2% | -10.0% | +9.0% |
| 1Y | +22.8% | +33.0% | -10.2% | +11.8% |
| 3Y | +62.4% | +35.5% | +26.8% | +44.4% |
| 5Y | +96.0% | +25.8% | +70.3% | +76.3% |
| 10Y | +448.5% | +250.7% | +197.8% | +253.3% |
| All | +2,236.3% | +4,883.1% | -2,646.7% | +573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling