+1,156.7%
RSP vs CSGP
+1,376.2%
-219.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | +0.6% |
| 7D | +2.7% | +18.3% | -15.6% | -2.7% |
| 30D | +5.8% | +17.8% | -12.0% | -0.5% |
| 3M | +1.8% | +9.3% | -7.5% | -2.5% |
| 6M | +11.6% | -7.9% | +19.5% | +11.7% |
| YTD | +18.0% | -51.5% | +69.5% | +42.9% |
| 1Y | +21.8% | -53.3% | +75.2% | +49.1% |
| 3Y | +65.6% | -57.9% | +123.5% | +104.4% |
| 5Y | +51.6% | -61.3% | +113.0% | +86.9% |
| 10Y | +231.0% | +77.5% | +153.4% | +134.7% |
| All | +1,156.7% | +1,376.2% | -219.5% | +343.3% |
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