+99.1%
RSG vs CPB
-33.2%
+132.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | +2.5% | -1.6% | +4.0% | +2.8% |
| 30D | +12.7% | +19.2% | -6.5% | +8.2% |
| 3M | +17.9% | -0.9% | +18.9% | +17.6% |
| 6M | +25.0% | +15.2% | +9.7% | +20.4% |
| YTD | +20.8% | -13.1% | +33.9% | +23.3% |
| 1Y | +24.3% | -22.4% | +46.7% | +30.1% |
| 3Y | +65.3% | -35.3% | +100.6% | +77.4% |
| All | +99.1% | -33.2% | +132.3% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling