+213.2%
RSP vs CG
+308.6%
-95.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +0.7% | +2.0% | -1.2% | 0.0% |
| 30D | +3.7% | +8.5% | -4.9% | +0.7% |
| 3M | +0.7% | -12.1% | +12.8% | +4.6% |
| 6M | +9.0% | -16.4% | +25.5% | +14.6% |
| YTD | +16.7% | -28.0% | +44.6% | +27.7% |
| 1Y | +19.0% | -18.9% | +37.9% | +24.8% |
| 3Y | +64.7% | +51.2% | +13.5% | +31.5% |
| 5Y | +49.6% | -15.9% | +65.5% | +41.9% |
| 10Y | +213.2% | +305.9% | -92.8% | +80.3% |
| All | +213.2% | +308.6% | -95.4% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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