+55.7%
RSG vs CPB
-41.0%
+96.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -0.7% | -8.2% | +7.5% | +0.7% |
| 30D | +3.3% | -5.6% | +8.9% | +4.2% |
| 3M | +8.5% | +3.0% | +5.5% | +7.6% |
| 6M | -3.5% | -12.7% | +9.2% | -1.7% |
| YTD | +5.5% | -18.0% | +23.5% | +8.5% |
| 1Y | -1.7% | -31.7% | +30.0% | +4.3% |
| All | +55.7% | -41.0% | +96.7% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling