+442.8%
RSP vs CG
+351.2%
+91.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | -0.8% | -4.3% | +3.6% | +0.6% |
| 30D | -0.3% | -5.1% | +4.8% | +1.1% |
| 3M | +4.3% | +8.7% | -4.4% | +1.1% |
| 6M | +8.8% | -9.2% | +18.1% | +11.1% |
| YTD | +15.3% | -18.9% | +34.1% | +21.2% |
| 1Y | +18.3% | -25.6% | +43.9% | +27.2% |
| 3Y | +52.8% | +57.3% | -4.5% | +24.2% |
| 5Y | +51.7% | +10.2% | +41.6% | +33.0% |
| 10Y | +208.5% | +364.2% | -155.7% | +74.7% |
| All | +442.8% | +351.2% | +91.6% | +199.5% |
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