+65.1%
RSP vs CAG
-36.3%
+101.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +2.4% | -3.3% | +5.7% | +2.8% |
| 30D | +4.3% | +7.7% | -3.4% | +3.2% |
| 3M | -0.3% | -3.2% | +2.8% | -0.1% |
| 6M | +9.8% | +7.0% | +2.9% | +8.5% |
| YTD | +16.8% | -9.0% | +25.8% | +17.7% |
| 1Y | +19.5% | -9.6% | +29.1% | +20.5% |
| 3Y | +65.1% | -36.0% | +101.1% | +73.2% |
| All | +65.1% | -36.3% | +101.5% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling