+1,127.7%
RSP vs CSGP
+1,300.5%
-172.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.3% |
| 7D | -0.8% | -4.1% | +3.3% | +0.5% |
| 30D | -0.3% | +2.3% | -2.6% | -1.4% |
| 3M | +4.3% | -8.2% | +12.4% | +5.9% |
| 6M | +8.8% | -35.1% | +43.9% | +22.7% |
| YTD | +15.3% | -54.0% | +69.3% | +43.5% |
| 1Y | +18.3% | -65.3% | +83.6% | +60.9% |
| 3Y | +52.8% | -62.6% | +115.4% | +97.9% |
| 5Y | +51.7% | -64.8% | +116.5% | +94.4% |
| 10Y | +208.5% | +45.1% | +163.4% | +135.9% |
| All | +1,127.7% | +1,300.5% | -172.8% | +345.3% |
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