+54.7%
RSP vs CSGP
-61.9%
+116.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.1% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | -0.3% | +2.3% | -2.6% | -0.9% |
| 3M | +4.3% | -8.2% | +12.4% | +5.4% |
| 6M | +8.8% | -35.1% | +43.9% | +17.7% |
| YTD | +15.3% | -54.0% | +69.3% | +33.9% |
| 1Y | +18.3% | -65.3% | +83.6% | +47.6% |
| All | +54.7% | -61.9% | +116.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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