+417.0%
RSG vs CPB
-45.5%
+462.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.3% |
| 7D | -1.8% | -5.4% | +3.6% | -0.7% |
| 30D | +2.8% | -7.8% | +10.6% | +4.4% |
| 3M | +4.3% | -6.9% | +11.2% | +5.5% |
| 6M | -0.5% | -12.2% | +11.7% | +1.7% |
| YTD | +5.2% | -21.1% | +26.3% | +9.8% |
| 1Y | -2.1% | -33.5% | +31.4% | +5.7% |
| 3Y | +56.5% | -43.2% | +99.7% | +73.0% |
| 5Y | +89.5% | -40.9% | +130.4% | +106.8% |
| All | +417.0% | -45.5% | +462.4% | +450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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