+2,287.1%
RSG vs CP
+4,926.1%
-2,639.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | +15.0% | +10.3% | +4.7% | +11.7% |
| 3M | +18.5% | +2.3% | +16.2% | +17.5% |
| 6M | +25.8% | +10.7% | +15.1% | +21.8% |
| YTD | +20.8% | +29.3% | -8.5% | +11.1% |
| 1Y | +24.8% | +31.5% | -6.6% | +14.1% |
| 3Y | +65.9% | +36.7% | +29.2% | +47.2% |
| 5Y | +99.1% | +26.8% | +72.3% | +78.6% |
| 10Y | +452.4% | +260.1% | +192.3% | +253.1% |
| All | +2,287.1% | +4,926.1% | -2,639.0% | +585.8% |
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