+45.4%
RSP vs CSGP
-63.4%
+108.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | +2.6% | +10.7% | -8.1% | -0.5% |
| 3M | -0.8% | +3.3% | -4.1% | -2.6% |
| 6M | +6.3% | -10.3% | +16.6% | +7.3% |
| YTD | +14.1% | -54.6% | +68.7% | +36.3% |
| 1Y | +18.0% | -54.6% | +72.7% | +40.8% |
| 3Y | +61.0% | -60.3% | +121.4% | +94.8% |
| All | +45.4% | -63.4% | +108.8% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling