+1,115.8%
RSP vs CAG
+119.6%
+996.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | -1.0% | +5.8% | -6.8% | -2.9% |
| 30D | +2.6% | +16.4% | -13.8% | -2.6% |
| 3M | -0.8% | +3.8% | -4.6% | -2.5% |
| 6M | +6.3% | +10.8% | -4.5% | +1.7% |
| YTD | +14.1% | -5.8% | +20.0% | +14.3% |
| 1Y | +18.0% | -2.4% | +20.4% | +16.7% |
| 3Y | +61.0% | -33.4% | +94.5% | +77.6% |
| 5Y | +45.6% | -39.4% | +85.0% | +63.8% |
| 10Y | +220.2% | -37.5% | +257.6% | +232.3% |
| All | +1,115.8% | +119.6% | +996.1% | +526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling