+16.2%
RSP vs CAG
-16.0%
+32.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.8% | -6.6% | +4.8% | -1.2% |
| 30D | -2.5% | +2.3% | -4.8% | -2.8% |
| 3M | +3.0% | +16.3% | -13.3% | +1.6% |
| 6M | +8.9% | -16.0% | +24.9% | +10.9% |
| YTD | +13.0% | -7.7% | +20.7% | +13.4% |
| 1Y | +16.2% | -16.0% | +32.3% | +17.3% |
| All | +16.2% | -16.0% | +32.3% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling