+437.5%
RSP vs CG
+281.3%
+156.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | +2.6% | +5.0% | -2.4% | +0.9% |
| 3M | -0.8% | -18.2% | +17.4% | +5.1% |
| 6M | +6.3% | -20.7% | +27.0% | +13.1% |
| YTD | +14.1% | -31.4% | +45.6% | +26.1% |
| 1Y | +18.0% | -22.3% | +40.3% | +25.1% |
| 3Y | +61.0% | +50.2% | +10.9% | +32.4% |
| 5Y | +45.6% | -22.1% | +67.6% | +42.2% |
| 10Y | +220.2% | +295.5% | -75.4% | +90.2% |
| All | +437.5% | +281.3% | +156.2% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling