+247.5%
RSP vs CFG
+396.4%
-148.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | -0.3% | -3.8% | +3.5% | +1.0% |
| 3M | +4.3% | +11.5% | -7.2% | +0.1% |
| 6M | +8.8% | +19.2% | -10.4% | +1.8% |
| YTD | +15.3% | +23.7% | -8.4% | +6.1% |
| 1Y | +18.3% | +38.8% | -20.6% | +4.1% |
| 3Y | +52.8% | +178.9% | -126.1% | +1.6% |
| 5Y | +51.7% | +101.8% | -50.1% | +10.2% |
| 10Y | +208.5% | +317.3% | -108.8% | +54.7% |
| All | +247.5% | +396.4% | -148.9% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling