+65.1%
RSP vs CG
+46.4%
+18.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +4.3% | +11.2% | -6.9% | +1.4% |
| 3M | -0.3% | -22.1% | +21.8% | +5.8% |
| 6M | +9.8% | -17.9% | +27.7% | +14.6% |
| YTD | +16.8% | -31.3% | +48.1% | +26.9% |
| 1Y | +19.5% | -24.0% | +43.5% | +26.1% |
| 3Y | +65.1% | +45.0% | +20.2% | +42.2% |
| All | +65.1% | +46.4% | +18.8% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling