+53.0%
RSP vs CSGP
-64.7%
+117.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.1% |
| 7D | -0.8% | -4.1% | +3.3% | +0.2% |
| 30D | -0.3% | +2.3% | -2.6% | -1.1% |
| 3M | +4.3% | -8.2% | +12.4% | +5.7% |
| 6M | +8.8% | -35.1% | +43.9% | +19.9% |
| YTD | +15.3% | -54.0% | +69.3% | +38.1% |
| 1Y | +18.3% | -65.3% | +83.6% | +53.3% |
| 3Y | +52.8% | -62.6% | +115.4% | +89.2% |
| All | +53.0% | -64.7% | +117.7% | +81.4% |
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