+210.3%
RSP vs CG
+274.5%
-64.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.6% |
| 7D | +1.8% | -1.5% | +3.3% | +2.2% |
| 30D | +3.5% | +5.7% | -2.2% | +1.3% |
| 3M | +0.2% | -17.9% | +18.1% | +6.4% |
| 6M | +9.1% | -20.2% | +29.3% | +16.4% |
| YTD | +16.6% | -32.0% | +48.6% | +30.0% |
| 1Y | +17.9% | -27.0% | +44.9% | +28.1% |
| 3Y | +64.6% | +42.8% | +21.8% | +33.9% |
| 5Y | +48.4% | -23.4% | +71.8% | +45.5% |
| All | +210.3% | +274.5% | -64.2% | +83.0% |
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