+55.9%
RSP vs CAG
-36.4%
+92.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.8% | -3.8% | +3.0% | -0.3% |
| 30D | -0.3% | +3.1% | -3.5% | -0.8% |
| 3M | +4.3% | +23.5% | -19.2% | +1.1% |
| 6M | +8.8% | -14.8% | +23.7% | +11.4% |
| YTD | +15.3% | -5.4% | +20.7% | +15.7% |
| 1Y | +18.3% | -11.8% | +30.1% | +20.0% |
| All | +55.9% | -36.4% | +92.2% | +63.6% |
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