+60.0%
CSGP vs RGEN
+415.2%
-355.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +1.3% | -3.3% | +4.6% | +2.2% |
| 30D | +2.8% | -5.8% | +8.7% | +3.9% |
| 3M | -6.3% | +0.2% | -6.5% | -7.7% |
| 6M | -3.2% | +56.8% | -59.9% | -16.4% |
| YTD | -54.0% | +2.4% | -56.4% | -55.5% |
| 1Y | -54.8% | +11.4% | -66.3% | -57.4% |
| 3Y | -60.6% | +15.2% | -75.7% | -65.2% |
| 5Y | -62.6% | -35.1% | -27.5% | -63.8% |
| All | +60.0% | +415.2% | -355.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling