+215.7%
RSP vs CFG
+224.4%
-8.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | +4.4% | +3.1% | +1.3% | +3.3% |
| 3M | +1.3% | -9.7% | +11.0% | +4.9% |
| 6M | +10.0% | +6.7% | +3.3% | +7.0% |
| YTD | +17.6% | +15.2% | +2.4% | +10.9% |
| 1Y | +19.2% | +28.8% | -9.6% | +7.9% |
| 3Y | +66.0% | +190.1% | -124.0% | +8.8% |
| 5Y | +50.4% | +63.4% | -13.0% | +18.1% |
| 10Y | +215.7% | +219.8% | -4.1% | +83.9% |
| All | +215.7% | +224.4% | -8.8% | +83.9% |
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