+1,994.5%
RSG vs CP
+4,756.1%
-2,761.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.3% | -2.7% | +2.9% | +1.0% |
| 30D | +7.6% | +0.2% | +7.4% | +7.4% |
| 3M | +7.4% | +2.6% | +4.9% | +6.5% |
| 6M | -3.3% | +6.0% | -9.2% | -5.3% |
| YTD | +6.0% | +24.9% | -18.9% | -1.5% |
| 1Y | -3.7% | +20.1% | -23.8% | -9.5% |
| 3Y | +59.1% | +16.4% | +42.7% | +48.2% |
| 5Y | +89.0% | +31.7% | +57.3% | +67.5% |
| 10Y | +412.5% | +223.9% | +188.7% | +237.7% |
| All | +1,994.5% | +4,756.1% | -2,761.6% | +508.2% |
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