+48.4%
RSP vs CFG
+61.7%
-13.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.4% | +3.2% | -0.8% | +1.3% |
| 30D | +4.3% | +5.1% | -0.9% | +2.5% |
| 3M | -0.3% | -11.2% | +10.9% | +3.6% |
| 6M | +9.8% | +9.6% | +0.3% | +6.1% |
| YTD | +16.8% | +15.0% | +1.9% | +10.5% |
| 1Y | +19.5% | +29.9% | -10.4% | +8.3% |
| 3Y | +65.1% | +192.1% | -126.9% | +10.1% |
| All | +48.4% | +61.7% | -13.3% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling