+209.8%
RSP vs CAG
-35.6%
+245.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.8% | -6.6% | +4.8% | -0.5% |
| 30D | -2.5% | +2.3% | -4.8% | -3.0% |
| 3M | +3.0% | +16.3% | -13.3% | -0.4% |
| 6M | +8.9% | -16.0% | +24.9% | +12.4% |
| YTD | +13.0% | -7.7% | +20.7% | +14.0% |
| 1Y | +16.2% | -16.0% | +32.3% | +19.5% |
| 3Y | +52.7% | -37.7% | +90.4% | +65.7% |
| 5Y | +50.5% | -41.2% | +91.7% | +64.5% |
| 10Y | +209.8% | -33.8% | +243.6% | +224.0% |
| All | +209.8% | -35.6% | +245.4% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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