+213.2%
RSP vs CFG
+230.2%
-17.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +3.7% | +2.8% | +0.9% | +2.7% |
| 3M | +0.7% | -10.1% | +10.8% | +4.4% |
| 6M | +9.0% | +3.2% | +5.9% | +7.4% |
| YTD | +16.7% | +14.2% | +2.5% | +10.3% |
| 1Y | +19.0% | +27.4% | -8.4% | +8.0% |
| 3Y | +64.7% | +187.6% | -122.9% | +8.3% |
| 5Y | +49.6% | +65.7% | -16.1% | +16.8% |
| 10Y | +213.2% | +219.7% | -6.5% | +83.8% |
| All | +213.2% | +230.2% | -17.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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