+1,120.4%
RSP vs CSGP
+1,352.2%
-231.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -1.4% | +13.9% | -15.3% | -5.5% |
| 30D | +2.1% | +16.0% | -13.9% | -3.5% |
| 3M | -0.9% | +6.1% | -7.0% | -4.2% |
| 6M | +7.5% | -8.2% | +15.7% | +7.7% |
| YTD | +14.6% | -52.3% | +66.9% | +39.5% |
| 1Y | +17.6% | -54.5% | +72.1% | +45.2% |
| 3Y | +60.8% | -58.6% | +119.4% | +99.5% |
| 5Y | +46.1% | -61.5% | +107.6% | +80.3% |
| 10Y | +221.4% | +74.7% | +146.7% | +129.1% |
| All | +1,120.4% | +1,352.2% | -231.8% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling