+245.4%
RSP vs CFG
+351.2%
-105.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.8% |
| 7D | -1.4% | -2.2% | +0.7% | -0.7% |
| 30D | +2.1% | +0.4% | +1.8% | +2.0% |
| 3M | -0.9% | -12.6% | +11.7% | +3.8% |
| 6M | +7.5% | +0.6% | +6.9% | +6.8% |
| YTD | +14.6% | +12.4% | +2.1% | +9.0% |
| 1Y | +17.6% | +27.7% | -10.1% | +6.8% |
| 3Y | +60.8% | +172.4% | -111.6% | +8.1% |
| 5Y | +46.1% | +64.0% | -17.8% | +14.6% |
| 10Y | +221.4% | +252.8% | -31.5% | +71.1% |
| All | +245.4% | +351.2% | -105.8% | +68.1% |
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